+4.7%
CARR vs WMB
+200.5%
-195.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +3.5% | +7.8% | -4.3% | +1.0% |
| 30D | +0.4% | -5.1% | +5.5% | +1.7% |
| 3M | -14.1% | -4.7% | -9.4% | -13.2% |
| 6M | -16.7% | -7.4% | -9.3% | -15.4% |
| YTD | +4.2% | +17.5% | -13.3% | -3.4% |
| 1Y | -0.2% | +19.5% | -19.7% | -8.2% |
| 3Y | +10.9% | +121.3% | -110.4% | -23.1% |
| All | +4.7% | +200.5% | -195.9% | -35.0% |
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