+263.2%
WMB vs GWRE
+15.1%
+248.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -1.8% | -13.2% | +11.5% | -1.0% |
| 30D | -1.2% | -18.6% | +17.4% | -0.3% |
| 3M | +2.5% | +18.9% | -16.4% | +0.3% |
| 6M | -0.7% | -11.0% | +10.3% | -0.8% |
| YTD | +23.0% | -29.9% | +52.9% | +25.9% |
| 1Y | +26.7% | -44.3% | +71.0% | +33.2% |
| 3Y | +140.2% | +51.7% | +88.5% | +121.3% |
| All | +263.2% | +15.1% | +248.1% | +235.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling