+281.4%
WMB vs CF
+479.1%
-197.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +7.8% | +4.8% | +3.0% | +6.2% |
| 30D | -5.1% | +4.7% | -9.8% | -6.8% |
| 3M | -4.7% | +7.4% | -12.1% | -7.6% |
| 6M | -7.4% | +0.6% | -8.0% | -8.6% |
| YTD | +17.5% | +64.1% | -46.6% | -5.3% |
| 1Y | +19.5% | +51.4% | -31.9% | -0.9% |
| 3Y | +121.3% | +67.8% | +53.5% | +69.8% |
| 5Y | +200.5% | +114.1% | +86.4% | +92.1% |
| All | +281.4% | +479.1% | -197.7% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling