+264.5%
WMB vs CF
+561.7%
-297.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -13.8% | -3.2% | -10.6% | -13.0% |
| 30D | -10.3% | +4.3% | -14.7% | -11.9% |
| 3M | -10.1% | +2.8% | -12.9% | -11.6% |
| 6M | -11.8% | +0.6% | -12.5% | -13.2% |
| YTD | +8.9% | +56.6% | -47.7% | -10.7% |
| 1Y | +14.0% | +49.6% | -35.6% | -5.1% |
| 3Y | +100.5% | +61.5% | +39.0% | +55.9% |
| 5Y | +179.5% | +124.0% | +55.5% | +74.2% |
| All | +264.5% | +561.7% | -297.3% | +39.3% |
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