+286.5%
C vs WMB
+309.4%
-22.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -2.0% |
| 7D | +3.2% | +0.8% | +2.4% | +2.6% |
| 30D | +1.3% | +7.7% | -6.4% | -3.1% |
| 3M | +3.1% | +6.7% | -3.6% | -1.5% |
| 6M | +29.6% | +3.6% | +26.0% | +25.1% |
| YTD | +19.0% | +28.0% | -9.0% | +0.9% |
| 1Y | +45.6% | +37.6% | +8.0% | +17.6% |
| 3Y | +269.3% | +149.0% | +120.2% | +103.4% |
| 5Y | +131.6% | +285.3% | -153.7% | -5.1% |
| 10Y | +286.5% | +302.1% | -15.5% | +33.2% |
| All | +286.5% | +309.4% | -22.9% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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