+639.5%
CEG vs WMB
+203.1%
+436.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.7% | +4.8% |
| 7D | +8.0% | +0.6% | +7.5% | +7.6% |
| 30D | +12.9% | +3.3% | +9.7% | +10.2% |
| 3M | +13.2% | +3.1% | +10.0% | +9.9% |
| 6M | -7.0% | -0.7% | -6.3% | -7.9% |
| YTD | -15.0% | +25.2% | -40.2% | -28.8% |
| 1Y | -2.7% | +32.9% | -35.6% | -23.1% |
| 3Y | +184.1% | +140.6% | +43.5% | +57.2% |
| All | +639.5% | +203.1% | +436.4% | +271.8% |
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