+152.6%
WMB vs CFG
+396.4%
-243.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.6% | +1.5% | -1.0% | -0.1% |
| 30D | +3.3% | -3.8% | +7.1% | +5.0% |
| 3M | +3.1% | +11.5% | -8.4% | -1.9% |
| 6M | -0.7% | +19.2% | -19.9% | -8.6% |
| YTD | +25.2% | +23.7% | +1.5% | +12.7% |
| 1Y | +32.9% | +38.8% | -6.0% | +13.2% |
| 3Y | +140.6% | +178.9% | -38.3% | +42.6% |
| 5Y | +273.5% | +101.8% | +171.7% | +143.1% |
| 10Y | +334.2% | +317.3% | +16.9% | +58.0% |
| All | +152.6% | +396.4% | -243.7% | -11.5% |
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