+204.4%
WMB vs GFS
-9.0%
+213.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +8.1% | +17.2% | -9.1% | +6.4% |
| 30D | -6.9% | -8.7% | +1.9% | -6.2% |
| 3M | -5.1% | -19.7% | +14.6% | -3.5% |
| 6M | -5.7% | -40.7% | +35.0% | -2.2% |
| YTD | +18.1% | +22.5% | -4.5% | +13.3% |
| 1Y | +18.4% | +25.2% | -6.8% | +13.2% |
| 3Y | +122.7% | -17.7% | +140.4% | +117.7% |
| 5Y | +202.0% | -23.5% | +225.6% | +193.4% |
| All | +204.4% | -9.0% | +213.4% | +191.5% |
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