+9.6%
CARR vs WMB
+285.8%
-276.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.2% |
| 3M | -18.4% | +5.7% | -24.1% | -20.2% |
| 6M | -0.6% | +4.2% | -4.8% | -2.8% |
| YTD | +10.9% | +26.8% | -15.9% | +0.8% |
| 1Y | -7.3% | +34.7% | -42.0% | -18.1% |
| 3Y | +2.9% | +146.8% | -143.9% | -30.4% |
| 5Y | +9.6% | +285.0% | -275.4% | -38.3% |
| All | +9.6% | +285.8% | -276.2% | -38.3% |
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 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