+22.1%
WMB vs CAI
-11.3%
+33.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +0.7% |
| 7D | +8.1% | -8.0% | +16.0% | +8.0% |
| 30D | -6.9% | -18.9% | +12.0% | -6.7% |
| 3M | -5.1% | +7.6% | -12.7% | -3.9% |
| 6M | -5.7% | +43.0% | -48.7% | -4.1% |
| YTD | +18.1% | -11.2% | +29.3% | +19.2% |
| 1Y | +18.4% | -3.3% | +21.7% | +19.9% |
| All | +22.1% | -11.3% | +33.3% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling