+325.1%
COP vs WMB
+309.4%
+15.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -1.2% |
| 7D | -0.8% | +0.8% | -1.6% | -1.5% |
| 30D | +15.6% | +7.7% | +7.9% | +8.7% |
| 3M | +14.3% | +6.7% | +7.6% | +7.8% |
| 6M | +17.0% | +3.6% | +13.3% | +12.3% |
| YTD | +47.4% | +28.0% | +19.4% | +19.6% |
| 1Y | +52.4% | +37.6% | +14.8% | +15.7% |
| 3Y | +20.8% | +149.0% | -128.2% | -45.8% |
| 5Y | +191.7% | +285.3% | -93.6% | -7.0% |
| 10Y | +325.1% | +302.1% | +23.0% | +16.9% |
| All | +325.1% | +309.4% | +15.6% | +16.9% |
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