+896.1%
WMB vs CF
+5,948.3%
-5,052.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +1.4% |
| 7D | +0.6% | +6.0% | -5.4% | -1.8% |
| 30D | +3.3% | +14.8% | -11.6% | -2.7% |
| 3M | +3.1% | +14.1% | -10.9% | -2.9% |
| 6M | -0.7% | +28.5% | -29.2% | -13.3% |
| YTD | +25.2% | +74.9% | -49.8% | -4.1% |
| 1Y | +32.9% | +61.7% | -28.8% | +4.7% |
| 3Y | +140.6% | +80.3% | +60.2% | +73.5% |
| 5Y | +273.5% | +226.0% | +47.5% | +92.9% |
| 10Y | +334.2% | +569.9% | -235.6% | +47.9% |
| All | +896.1% | +5,948.3% | -5,052.2% | +41.9% |
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