+298.4%
WMB vs GWRE
+131.0%
+167.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -1.0% | -13.2% | +12.2% | +0.9% |
| 30D | -0.4% | -18.6% | +18.1% | +1.8% |
| 3M | +3.2% | +18.9% | -15.7% | -1.3% |
| 6M | +0.1% | -11.0% | +11.0% | -0.7% |
| YTD | +23.9% | -29.9% | +53.8% | +28.0% |
| 1Y | +27.6% | -44.3% | +71.9% | +37.9% |
| 3Y | +141.9% | +51.7% | +90.2% | +104.6% |
| 5Y | +273.8% | +15.4% | +258.3% | +231.8% |
| All | +298.4% | +131.0% | +167.4% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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