+266.3%
WMB vs CAPR
-68.2%
+334.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.9% | +11.5% | +1.7% |
| 7D | -6.9% | +7.6% | -14.6% | -7.0% |
| 30D | -7.2% | +13.3% | -20.5% | -7.5% |
| 3M | -5.4% | +130.4% | -135.8% | -7.1% |
| 6M | -4.9% | -70.8% | +65.9% | -4.2% |
| YTD | +14.7% | -69.3% | +84.0% | +15.2% |
| 1Y | +14.7% | +59.5% | -44.8% | +8.0% |
| 3Y | +116.4% | +216.8% | -100.4% | +95.0% |
| 5Y | +198.5% | +152.7% | +45.8% | +167.2% |
| 10Y | +266.3% | -68.2% | +334.5% | +204.0% |
| All | +266.3% | -68.2% | +334.5% | +204.0% |
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