+2.4%
CARR vs WMB
+145.3%
-142.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | +0.6% | 0.0% | +0.7% | +0.6% |
| 30D | -8.7% | +4.6% | -13.2% | -9.9% |
| 3M | -18.4% | +5.7% | -24.1% | -19.9% |
| 6M | -0.6% | +4.2% | -4.8% | -2.5% |
| YTD | +10.9% | +26.8% | -15.9% | +2.1% |
| 1Y | -7.3% | +34.7% | -42.0% | -16.9% |
| All | +2.4% | +145.3% | -142.9% | -30.5% |
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