+100.5%
WMB vs GPC
+1.0%
+99.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.2% |
| 7D | -13.8% | +1.6% | -15.4% | -13.9% |
| 30D | -10.3% | -2.1% | -8.2% | -10.3% |
| 3M | -10.1% | -6.8% | -3.3% | -9.8% |
| 6M | -11.8% | +18.6% | -30.4% | -12.8% |
| YTD | +8.9% | +2.7% | +6.3% | +8.4% |
| 1Y | +14.0% | +1.8% | +12.2% | +13.5% |
| 3Y | +100.5% | +1.1% | +99.5% | +97.9% |
| All | +100.5% | +1.0% | +99.6% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 3y: compounded portfolio wealth divided by compounded GPC 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…
3y analysis · Full analysis span regression · 6 months rolling