+23.7%
WMB vs CAPR
+47.4%
-23.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +8.3% | -14.6% | -6.4% |
| 7D | -8.6% | +43.2% | -51.8% | -8.9% |
| 30D | -4.2% | +14.7% | -18.8% | -4.3% |
| 3M | -4.4% | +113.9% | -118.3% | -5.1% |
| 6M | -8.7% | -73.4% | +64.7% | -8.5% |
| YTD | +15.4% | -69.1% | +84.5% | +15.6% |
| 1Y | +23.7% | +47.2% | -23.5% | +21.5% |
| All | +23.7% | +47.4% | -23.7% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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