+285.0%
WMB vs GWW
+221.1%
+63.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +4.6% | -1.4% | +6.0% | +4.9% |
| 3M | +5.7% | -3.6% | +9.4% | +6.4% |
| 6M | +4.2% | +15.1% | -10.9% | 0.0% |
| YTD | +26.8% | +27.5% | -0.6% | +18.1% |
| 1Y | +34.7% | +29.6% | +5.1% | +24.6% |
| 3Y | +146.8% | +90.1% | +56.7% | +100.7% |
| 5Y | +285.0% | +222.6% | +62.4% | +169.7% |
| All | +285.0% | +221.1% | +63.9% | +169.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling