+18.4%
WMB vs GLXY
-38.3%
+56.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.2% | -2.5% | +3.5% |
| 7D | -6.7% | -0.5% | -6.1% | -6.6% |
| 30D | -8.6% | -28.6% | +20.1% | -8.0% |
| 3M | -4.9% | -28.1% | +23.1% | -4.4% |
| 6M | -6.3% | -52.0% | +45.7% | -5.3% |
| YTD | +13.0% | -35.1% | +48.1% | +13.0% |
| 1Y | +14.9% | -54.0% | +69.0% | +15.8% |
| All | +18.4% | -38.3% | +56.7% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling