+119.9%
WMB vs CFG
+347.0%
-227.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.9% |
| 3M | -10.1% | -12.0% | +1.9% | -5.3% |
| 6M | -11.8% | -2.2% | -9.6% | -11.7% |
| YTD | +8.9% | +11.4% | -2.5% | +2.3% |
| 1Y | +14.0% | +27.8% | -13.9% | +0.6% |
| 3Y | +100.5% | +173.3% | -72.8% | +19.8% |
| 5Y | +179.5% | +62.4% | +117.1% | +101.8% |
| 10Y | +272.7% | +249.6% | +23.2% | +48.1% |
| All | +119.9% | +347.0% | -227.1% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling