+295.4%
WMB vs CAH
+297.3%
-1.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.6% |
| 7D | -1.7% | -5.1% | +3.4% | -0.1% |
| 30D | +0.7% | -1.8% | +2.5% | +1.2% |
| 3M | +1.5% | +9.4% | -7.8% | -1.5% |
| 6M | +0.1% | +9.2% | -9.2% | -3.2% |
| YTD | +22.9% | +15.7% | +7.2% | +16.3% |
| 1Y | +27.9% | +59.7% | -31.9% | +8.0% |
| 3Y | +139.1% | +178.5% | -39.3% | +65.2% |
| 5Y | +270.9% | +398.3% | -127.3% | +105.9% |
| All | +295.4% | +297.3% | -1.9% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling