+285.3%
WMB vs CAG
-40.6%
+325.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.4% |
| 7D | +0.8% | -5.3% | +6.1% | +1.3% |
| 30D | +7.7% | +1.0% | +6.7% | +7.5% |
| 3M | +6.7% | +17.4% | -10.7% | +4.5% |
| 6M | +3.6% | -16.8% | +20.4% | +5.8% |
| YTD | +28.0% | -6.8% | +34.8% | +28.6% |
| 1Y | +37.6% | -15.4% | +53.0% | +39.9% |
| 3Y | +149.0% | -37.1% | +186.1% | +160.2% |
| 5Y | +285.3% | -41.3% | +326.6% | +303.1% |
| All | +285.3% | -40.6% | +325.9% | +303.1% |
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