+177.5%
WMB vs GDDY
+368.0%
-190.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | 0.0% | -8.1% | +8.1% | +1.6% |
| 30D | +4.6% | +2.3% | +2.3% | +3.6% |
| 3M | +5.7% | +14.7% | -9.0% | +0.8% |
| 6M | +4.2% | +2.1% | +2.1% | +1.4% |
| YTD | +26.8% | -24.6% | +51.4% | +31.7% |
| 1Y | +34.7% | -37.1% | +71.8% | +46.1% |
| 3Y | +146.8% | +25.5% | +121.3% | +120.6% |
| 5Y | +285.0% | +24.2% | +260.8% | +236.5% |
| 10Y | +313.2% | +191.6% | +121.6% | +200.0% |
| All | +177.5% | +368.0% | -190.5% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling