+4,843.0%
WMB vs CAG
+604.3%
+4,238.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -6.7% | +4.6% | -11.2% | -7.9% |
| 30D | -8.6% | +14.7% | -23.2% | -12.3% |
| 3M | -4.9% | +2.4% | -7.3% | -6.2% |
| 6M | -6.3% | +10.7% | -17.0% | -10.0% |
| YTD | +13.0% | -5.5% | +18.5% | +12.6% |
| 1Y | +14.9% | -4.6% | +19.5% | +14.1% |
| 3Y | +113.4% | -34.4% | +147.8% | +130.3% |
| 5Y | +190.2% | -39.2% | +229.3% | +216.8% |
| 10Y | +259.9% | -39.0% | +298.8% | +273.1% |
| All | +4,843.0% | +604.3% | +4,238.7% | +2,591.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling