+5,065.4%
WMB vs CAH
+17,016.9%
-11,951.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +8.1% | +3.9% | +4.2% | +6.6% |
| 30D | -6.9% | +16.0% | -22.9% | -12.3% |
| 3M | -5.1% | +19.1% | -24.2% | -11.6% |
| 6M | -5.7% | +53.0% | -58.8% | -20.5% |
| YTD | +18.1% | +36.6% | -18.6% | +3.1% |
| 1Y | +18.4% | +37.4% | -19.0% | +3.1% |
| 3Y | +122.7% | +178.8% | -56.1% | +44.3% |
| 5Y | +202.0% | +498.6% | -296.5% | +42.6% |
| 10Y | +283.8% | +413.1% | -129.3% | +78.6% |
| All | +5,065.4% | +17,016.9% | -11,951.5% | +934.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling