+280.9%
WMB vs GWW
+653.9%
-373.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.9% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -7.1% | +14.0% | -21.0% | -11.3% |
| 3M | -4.0% | +14.4% | -18.4% | -8.5% |
| 6M | -5.7% | +21.7% | -27.4% | -12.3% |
| YTD | +17.2% | +48.4% | -31.3% | +1.0% |
| 1Y | +17.2% | +58.4% | -41.2% | -1.4% |
| 3Y | +121.1% | +92.3% | +28.8% | +70.1% |
| 5Y | +197.2% | +221.8% | -24.6% | +83.9% |
| 10Y | +280.9% | +657.6% | -376.6% | +73.7% |
| All | +280.9% | +653.9% | -373.0% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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