+5,376.0%
WMB vs CAG
+604.9%
+4,771.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +0.6% | -3.8% | +4.4% | +1.6% |
| 30D | +3.3% | +3.1% | +0.1% | +2.3% |
| 3M | +3.1% | +23.5% | -20.3% | -3.2% |
| 6M | -0.7% | -14.8% | +14.1% | +2.7% |
| YTD | +25.2% | -5.4% | +30.6% | +25.5% |
| 1Y | +32.9% | -11.8% | +44.7% | +35.4% |
| 3Y | +140.6% | -36.7% | +177.2% | +163.6% |
| 5Y | +273.5% | -40.3% | +313.7% | +312.2% |
| 10Y | +334.2% | -37.0% | +371.2% | +347.4% |
| All | +5,376.0% | +604.9% | +4,771.1% | +2,898.7% |
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