+116.4%
WMB vs CFG
+187.2%
-70.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | -6.9% | +0.7% | -7.6% | -7.1% |
| 30D | -7.2% | +2.8% | -9.9% | -7.8% |
| 3M | -5.4% | -10.1% | +4.7% | -3.2% |
| 6M | -4.9% | +3.2% | -8.1% | -5.8% |
| YTD | +14.7% | +14.2% | +0.5% | +10.2% |
| 1Y | +14.7% | +27.4% | -12.7% | +7.1% |
| 3Y | +116.4% | +187.6% | -71.2% | +69.4% |
| All | +116.4% | +187.2% | -70.9% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling