+450.2%
WMB vs GWRE
+793.8%
-343.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.8% | +10.1% | +3.8% |
| 7D | +0.8% | -25.6% | +26.3% | +6.2% |
| 30D | +7.7% | -12.2% | +19.9% | +9.4% |
| 3M | +6.7% | +17.7% | -11.0% | +0.7% |
| 6M | +3.6% | -11.3% | +15.0% | +2.7% |
| YTD | +28.0% | -25.5% | +53.5% | +31.3% |
| 1Y | +37.6% | -42.8% | +80.4% | +50.3% |
| 3Y | +149.0% | +59.0% | +90.0% | +100.7% |
| 5Y | +285.3% | +21.6% | +263.7% | +224.9% |
| 10Y | +302.1% | +139.2% | +162.9% | +158.8% |
| All | +450.2% | +793.8% | -343.6% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling