+631.0%
WMB vs CAPR
-98.9%
+729.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +26.5% | -24.3% | +1.7% |
| 7D | +1.6% | +25.8% | -24.2% | +1.1% |
| 30D | -7.1% | +50.2% | -57.3% | -7.8% |
| 3M | -4.0% | +185.5% | -189.5% | -6.1% |
| 6M | -5.7% | -64.8% | +59.1% | -5.4% |
| YTD | +17.2% | -61.1% | +78.3% | +17.2% |
| 1Y | +17.2% | +81.0% | -63.8% | +10.0% |
| 3Y | +121.1% | +300.7% | -179.7% | +99.4% |
| 5Y | +197.2% | +223.3% | -26.2% | +166.3% |
| 10Y | +280.9% | -58.8% | +339.7% | +224.3% |
| All | +631.0% | -98.9% | +729.8% | +503.8% |
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