+20.0%
COP vs WMB
+140.5%
-120.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +3.0% | +0.6% | +2.4% | +2.7% |
| 30D | +17.5% | +3.3% | +14.2% | +15.4% |
| 3M | +13.4% | +3.1% | +10.2% | +11.3% |
| 6M | +17.7% | -0.7% | +18.4% | +17.5% |
| YTD | +46.6% | +25.2% | +21.4% | +30.3% |
| 1Y | +44.6% | +32.9% | +11.7% | +24.1% |
| All | +20.0% | +140.5% | -120.5% | -34.5% |
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