+34.7%
WMB vs CAI
-31.0%
+65.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -1.0% |
| 7D | 0.0% | -3.1% | +3.1% | -0.2% |
| 30D | +4.6% | +2.7% | +1.9% | +4.8% |
| 3M | +5.7% | +41.7% | -35.9% | +7.0% |
| 6M | +4.2% | +26.5% | -22.3% | +5.4% |
| YTD | +26.8% | -10.9% | +37.8% | +25.9% |
| 1Y | +34.7% | -29.2% | +63.9% | +30.5% |
| All | +34.7% | -31.0% | +65.6% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling