+313.2%
WMB vs CAG
-35.6%
+348.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | 0.0% | -6.6% | +6.6% | +1.0% |
| 30D | +4.6% | +2.3% | +2.3% | +4.1% |
| 3M | +5.7% | +16.3% | -10.6% | +2.9% |
| 6M | +4.2% | -16.0% | +20.2% | +6.7% |
| YTD | +26.8% | -7.7% | +34.6% | +27.6% |
| 1Y | +34.7% | -16.0% | +50.7% | +37.6% |
| 3Y | +146.8% | -37.7% | +184.5% | +162.3% |
| 5Y | +285.0% | -41.2% | +326.2% | +312.1% |
| 10Y | +313.2% | -33.8% | +347.0% | +324.3% |
| All | +313.2% | -35.6% | +348.8% | +324.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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