+280.9%
WMB vs CAH
+411.5%
-130.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.1% |
| 7D | +1.6% | +5.9% | -4.4% | -0.3% |
| 30D | -7.1% | +16.5% | -23.6% | -11.7% |
| 3M | -4.0% | +15.7% | -19.7% | -8.7% |
| 6M | -5.7% | +52.7% | -58.4% | -18.1% |
| YTD | +17.2% | +36.3% | -19.1% | +4.8% |
| 1Y | +17.2% | +36.7% | -19.6% | +4.6% |
| 3Y | +121.1% | +178.2% | -57.1% | +52.2% |
| 5Y | +197.2% | +515.8% | -318.6% | +51.3% |
| 10Y | +280.9% | +411.8% | -130.9% | +86.9% |
| All | +280.9% | +411.5% | -130.5% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling