+818.2%
WMB vs CF
+4,965.4%
-4,147.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -2.0% | -4.6% |
| 7D | -8.6% | -6.9% | -1.8% | -6.0% |
| 30D | -4.2% | -3.7% | -0.4% | -2.8% |
| 3M | -4.4% | -5.0% | +0.5% | -3.2% |
| 6M | -8.7% | -10.5% | +1.8% | -5.9% |
| YTD | +15.4% | +46.5% | -31.1% | -5.4% |
| 1Y | +23.7% | +34.8% | -11.1% | +4.8% |
| 3Y | +110.4% | +46.7% | +63.7% | +64.9% |
| 5Y | +198.9% | +112.0% | +86.9% | +85.6% |
| 10Y | +294.7% | +529.7% | -235.0% | +37.8% |
| All | +818.2% | +4,965.4% | -4,147.2% | +39.9% |
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