+518.2%
CEG vs WMB
+163.8%
+354.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | -4.7% | -13.8% | +9.1% | +4.9% |
| 30D | -16.6% | -10.3% | -6.2% | -10.5% |
| 3M | -4.1% | -10.1% | +5.9% | +2.3% |
| 6M | -22.3% | -11.8% | -10.5% | -16.7% |
| YTD | -28.9% | +8.9% | -37.9% | -34.9% |
| 1Y | -28.5% | +14.0% | -42.4% | -36.7% |
| 3Y | +104.3% | +100.5% | +3.8% | +27.2% |
| All | +518.2% | +163.8% | +354.4% | +240.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling