+281.4%
WMB vs CAPR
-65.7%
+347.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | -0.4% |
| 7D | +7.8% | +5.9% | +1.9% | +7.7% |
| 30D | -5.1% | +44.6% | -49.7% | -5.8% |
| 3M | -4.7% | +126.4% | -131.1% | -6.4% |
| 6M | -7.4% | -68.6% | +61.2% | -6.9% |
| YTD | +17.5% | -67.0% | +84.4% | +17.8% |
| 1Y | +19.5% | +65.2% | -45.7% | +12.5% |
| 3Y | +121.3% | +235.6% | -114.3% | +99.2% |
| 5Y | +200.5% | +175.4% | +25.1% | +168.4% |
| All | +281.4% | -65.7% | +347.1% | +219.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling