+130.7%
C vs WMB
+275.1%
-144.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +3.6% | +0.6% | +3.1% | +3.3% |
| 30D | +0.1% | +3.3% | -3.2% | -1.4% |
| 3M | +2.4% | +3.1% | -0.7% | +0.4% |
| 6M | +24.9% | -0.7% | +25.6% | +24.1% |
| YTD | +19.8% | +25.2% | -5.4% | +6.1% |
| 1Y | +44.9% | +32.9% | +12.0% | +23.7% |
| 3Y | +263.0% | +140.6% | +122.4% | +121.7% |
| All | +130.7% | +275.1% | -144.4% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling