+222.7%
WMB vs GFS
-3.7%
+226.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +0.6% | +1.0% | -0.4% | +0.5% |
| 30D | +3.3% | -8.6% | +11.9% | +3.9% |
| 3M | +3.1% | -46.5% | +49.7% | +8.5% |
| 6M | -0.7% | -4.8% | +4.1% | -1.6% |
| YTD | +25.2% | +29.7% | -4.5% | +19.7% |
| 1Y | +32.9% | +35.8% | -3.0% | +26.2% |
| 3Y | +140.6% | -18.3% | +158.9% | +135.9% |
| All | +222.7% | -3.7% | +226.4% | +208.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling