+173.0%
WMB vs CAVA
+44.7%
+128.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +0.6% | -9.2% | +9.8% | +1.1% |
| 30D | +3.3% | -8.2% | +11.4% | +3.6% |
| 3M | +3.1% | -15.3% | +18.4% | +3.7% |
| 6M | -0.7% | -23.6% | +22.9% | +0.4% |
| YTD | +25.2% | +3.5% | +21.6% | +23.2% |
| 1Y | +32.9% | -7.9% | +40.7% | +31.6% |
| 3Y | +140.6% | +38.7% | +101.9% | +140.0% |
| All | +173.0% | +44.7% | +128.3% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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