+190.2%
WMB vs CAG
-38.8%
+228.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | -6.7% | +4.6% | -11.2% | -6.9% |
| 30D | -8.6% | +14.7% | -23.2% | -9.7% |
| 3M | -4.9% | +2.4% | -7.3% | -5.1% |
| 6M | -6.3% | +10.7% | -17.0% | -7.5% |
| YTD | +13.0% | -5.5% | +18.5% | +13.4% |
| 1Y | +14.9% | -4.6% | +19.5% | +15.2% |
| 3Y | +113.4% | -34.4% | +147.8% | +120.8% |
| 5Y | +190.2% | -39.2% | +229.3% | +202.6% |
| All | +190.2% | -38.8% | +228.9% | +202.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling