+840.8%
WMB vs GNRC
+2,087.1%
-1,246.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.4% |
| 7D | +0.6% | +1.9% | -1.4% | +0.1% |
| 30D | +3.3% | -13.8% | +17.1% | +6.4% |
| 3M | +3.1% | -32.6% | +35.8% | +11.0% |
| 6M | -0.7% | -15.2% | +14.5% | +0.8% |
| YTD | +25.2% | +37.4% | -12.2% | +13.5% |
| 1Y | +32.9% | +5.1% | +27.7% | +26.6% |
| 3Y | +140.6% | +57.5% | +83.0% | +101.7% |
| 5Y | +273.5% | -58.7% | +332.2% | +303.7% |
| 10Y | +334.2% | +395.5% | -61.3% | +104.1% |
| All | +840.8% | +2,087.1% | -1,246.3% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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