+265.8%
WMB vs GDDY
+29.8%
+236.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.6% |
| 7D | -1.0% | -3.2% | +2.2% | -0.8% |
| 30D | -0.4% | +6.8% | -7.2% | -1.4% |
| 3M | +3.2% | +30.5% | -27.3% | -1.3% |
| 6M | +0.1% | +13.3% | -13.3% | -2.8% |
| YTD | +23.9% | -21.0% | +44.8% | +27.9% |
| 1Y | +27.6% | -34.0% | +61.6% | +36.4% |
| 3Y | +141.9% | +33.1% | +108.8% | +125.5% |
| All | +265.8% | +29.8% | +236.0% | +251.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling