+101.1%
WMB vs CB
+74.6%
+26.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.2% |
| 7D | -14.2% | +2.6% | -16.8% | -14.5% |
| 30D | -11.2% | +11.2% | -22.4% | -12.6% |
| 3M | -9.9% | +5.7% | -15.6% | -10.7% |
| 6M | -14.4% | +15.9% | -30.3% | -16.6% |
| YTD | +9.2% | +20.2% | -10.9% | +5.5% |
| 1Y | +15.1% | +32.4% | -17.3% | +8.9% |
| All | +101.1% | +74.6% | +26.5% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 3y: compounded portfolio wealth divided by compounded CB 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…
3y analysis · Full analysis span regression · 6 months rolling