+19.5%
WMB vs CF
+50.1%
-30.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +7.8% | +4.8% | +3.0% | +7.3% |
| 30D | -5.1% | +4.7% | -9.8% | -5.5% |
| 3M | -4.7% | +7.4% | -12.1% | -5.6% |
| 6M | -7.4% | +0.6% | -8.0% | -7.7% |
| YTD | +17.5% | +64.1% | -46.6% | +1.5% |
| 1Y | +19.5% | +51.4% | -31.9% | +7.3% |
| All | +19.5% | +50.1% | -30.6% | +7.3% |
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 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