+180.2%
WMB vs CF
+125.5%
+54.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.2% | -11.5% | -6.5% |
| 7D | -14.2% | +0.4% | -14.6% | -14.3% |
| 30D | -11.2% | +2.2% | -13.4% | -11.7% |
| 3M | -9.9% | +2.1% | -12.0% | -10.6% |
| 6M | -14.4% | -6.5% | -7.8% | -13.8% |
| YTD | +9.2% | +55.6% | -46.3% | -2.7% |
| 1Y | +15.1% | +42.3% | -27.2% | +4.4% |
| 3Y | +99.2% | +55.7% | +43.5% | +73.3% |
| 5Y | +180.2% | +122.4% | +57.8% | +119.6% |
| All | +180.2% | +125.5% | +54.8% | +119.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling