+216.0%
C vs WMB
+121.9%
+94.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +4.2% | +7.8% | -3.7% | +1.9% |
| 30D | +2.0% | -5.1% | +7.1% | +3.2% |
| 3M | -10.1% | -4.7% | -5.4% | -9.3% |
| 6M | +1.0% | -7.4% | +8.4% | +2.3% |
| YTD | +8.5% | +17.5% | -9.0% | -0.6% |
| 1Y | +25.7% | +19.5% | +6.3% | +14.2% |
| 3Y | +216.0% | +121.3% | +94.7% | +107.3% |
| All | +216.0% | +121.9% | +94.1% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling