+298.4%
WMB vs GDDY
+207.2%
+91.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.3% |
| 7D | -1.0% | -3.2% | +2.2% | -0.5% |
| 30D | -0.4% | +6.8% | -7.2% | -2.6% |
| 3M | +3.2% | +30.5% | -27.3% | -5.5% |
| 6M | +0.1% | +13.3% | -13.3% | -5.8% |
| YTD | +23.9% | -21.0% | +44.8% | +28.2% |
| 1Y | +27.6% | -34.0% | +61.6% | +39.1% |
| 3Y | +141.9% | +33.1% | +108.8% | +106.2% |
| 5Y | +273.8% | +30.3% | +243.5% | +209.6% |
| All | +298.4% | +207.2% | +91.2% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling