+266.3%
WMB vs CAG
-38.9%
+305.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | -6.9% | +6.6% | -13.5% | -7.8% |
| 30D | -7.2% | +13.9% | -21.1% | -9.2% |
| 3M | -5.4% | +4.0% | -9.5% | -6.3% |
| 6M | -4.9% | +10.0% | -14.9% | -6.9% |
| YTD | +14.7% | -6.1% | +20.8% | +14.9% |
| 1Y | +14.7% | -4.3% | +19.0% | +14.5% |
| 3Y | +116.4% | -34.6% | +150.9% | +127.7% |
| 5Y | +198.5% | -39.4% | +238.0% | +217.7% |
| 10Y | +266.3% | -34.2% | +300.5% | +311.6% |
| All | +266.3% | -38.9% | +305.1% | +311.6% |
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