+579.6%
WMB vs CAPR
-99.1%
+678.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -4.9% | -0.3% |
| 7D | -13.8% | +41.1% | -54.9% | -14.3% |
| 30D | -10.3% | +11.1% | -21.4% | -10.6% |
| 3M | -10.1% | +115.3% | -125.4% | -11.6% |
| 6M | -11.8% | -73.8% | +62.0% | -11.0% |
| YTD | +8.9% | -68.8% | +77.8% | +9.4% |
| 1Y | +14.0% | +43.3% | -29.3% | +7.4% |
| 3Y | +100.5% | +214.7% | -114.2% | +81.7% |
| 5Y | +179.5% | +141.3% | +38.2% | +151.8% |
| 10Y | +272.7% | -67.0% | +339.8% | +218.7% |
| All | +579.6% | -99.1% | +678.7% | +463.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling