+14.0%
WMB vs CF
+46.5%
-32.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -13.8% | -3.2% | -10.6% | -13.4% |
| 30D | -10.3% | +4.3% | -14.7% | -10.7% |
| 3M | -10.1% | +2.8% | -12.9% | -10.5% |
| 6M | -11.8% | +0.6% | -12.5% | -12.1% |
| YTD | +8.9% | +56.6% | -47.7% | -5.7% |
| 1Y | +14.0% | +49.6% | -35.6% | +1.2% |
| All | +14.0% | +46.5% | -32.6% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling