+190.9%
WMB vs GFS
-30.6%
+221.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -6.9% | -5.3% | -1.6% | -6.4% |
| 30D | -7.2% | -15.8% | +8.6% | -5.8% |
| 3M | -5.4% | -18.6% | +13.2% | -3.9% |
| 6M | -4.9% | -45.0% | +40.1% | -0.5% |
| YTD | +14.7% | +16.8% | -2.1% | +10.5% |
| 1Y | +14.7% | +17.8% | -3.1% | +10.3% |
| 3Y | +116.4% | -21.5% | +137.9% | +112.4% |
| All | +190.9% | -30.6% | +221.5% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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