+25.7%
COP vs WMB
+97.7%
-72.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -11.5% | -13.8% | +2.3% | -5.5% |
| 30D | +5.0% | -10.3% | +15.3% | +9.9% |
| 3M | +17.5% | -10.1% | +27.5% | +22.5% |
| 6M | +16.2% | -11.8% | +28.1% | +22.1% |
| YTD | +48.8% | +8.9% | +39.8% | +41.2% |
| 1Y | +64.1% | +14.0% | +50.1% | +52.4% |
| 3Y | +25.7% | +100.5% | -74.9% | -17.8% |
| All | +25.7% | +97.7% | -72.0% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling