+264.5%
WMB vs CFG
+242.7%
+21.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.1% |
| 7D | -13.8% | -0.9% | -12.9% | -13.6% |
| 30D | -10.3% | +1.1% | -11.4% | -10.8% |
| 3M | -10.1% | -12.0% | +1.9% | -5.5% |
| 6M | -11.8% | -2.2% | -9.6% | -11.7% |
| YTD | +8.9% | +11.4% | -2.5% | +2.6% |
| 1Y | +14.0% | +27.8% | -13.9% | +1.1% |
| 3Y | +100.5% | +173.3% | -72.8% | +22.5% |
| 5Y | +179.5% | +62.4% | +117.1% | +105.2% |
| All | +264.5% | +242.7% | +21.8% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling