+278.8%
WMB vs CAPR
+84.7%
+194.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +0.6% | -2.0% | +2.6% | +0.6% |
| 30D | +3.3% | +139.2% | -135.9% | +1.9% |
| 3M | +3.1% | -66.4% | +69.5% | +3.6% |
| 6M | -0.7% | -63.1% | +62.4% | -0.4% |
| YTD | +25.2% | -67.4% | +92.6% | +25.6% |
| 1Y | +32.9% | +58.2% | -25.4% | +26.9% |
| 3Y | +140.6% | +42.2% | +98.3% | +118.1% |
| All | +278.8% | +84.7% | +194.1% | +216.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling