-7.7%
CARR vs WMB
+28.2%
-35.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.0% |
| 7D | -4.1% | -1.7% | -2.5% | -4.0% |
| 30D | -11.0% | +0.7% | -11.7% | -11.0% |
| 3M | -16.4% | +1.5% | -17.9% | -16.5% |
| 6M | -2.4% | +0.1% | -2.4% | -3.1% |
| YTD | +8.4% | +22.9% | -14.5% | +6.5% |
| All | -7.7% | +28.2% | -35.9% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling