+259.9%
WMB vs CAPR
-64.9%
+324.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.7% | +3.5% |
| 7D | -6.7% | +36.0% | -42.7% | -7.1% |
| 30D | -8.6% | +25.8% | -34.4% | -9.0% |
| 3M | -4.9% | +140.8% | -145.8% | -6.7% |
| 6M | -6.3% | -67.6% | +61.3% | -5.8% |
| YTD | +13.0% | -65.9% | +78.8% | +13.3% |
| 1Y | +14.9% | +66.1% | -51.2% | +8.2% |
| 3Y | +113.4% | +256.9% | -143.5% | +92.0% |
| 5Y | +190.2% | +172.1% | +18.1% | +159.4% |
| 10Y | +259.9% | -64.7% | +324.6% | +198.6% |
| All | +259.9% | -64.9% | +324.8% | +198.6% |
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