+769.4%
WMB vs CF
+5,277.9%
-4,508.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.2% | -11.5% | -7.8% |
| 7D | -14.2% | +0.4% | -14.6% | -14.6% |
| 30D | -11.2% | +2.2% | -13.4% | -12.3% |
| 3M | -9.9% | +2.1% | -12.0% | -11.5% |
| 6M | -14.4% | -6.5% | -7.8% | -13.5% |
| YTD | +9.2% | +55.6% | -46.3% | -12.8% |
| 1Y | +15.1% | +42.3% | -27.2% | -4.8% |
| 3Y | +99.2% | +55.7% | +43.5% | +52.1% |
| 5Y | +180.2% | +122.4% | +57.8% | +70.4% |
| 10Y | +273.7% | +568.5% | -294.8% | +27.1% |
| All | +769.4% | +5,277.9% | -4,508.6% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling