+579.5%
CEG vs WMB
+183.7%
+395.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.2% |
| 7D | +11.8% | +1.6% | +10.2% | +10.7% |
| 30D | -6.5% | -7.1% | +0.6% | -1.9% |
| 3M | -1.2% | -4.0% | +2.8% | +1.2% |
| 6M | -8.0% | -5.7% | -2.3% | -5.5% |
| YTD | -21.9% | +17.2% | -39.1% | -31.7% |
| 1Y | -21.4% | +17.2% | -38.6% | -31.5% |
| 3Y | +130.0% | +121.1% | +8.9% | +34.5% |
| All | +579.5% | +183.7% | +395.8% | +256.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling