+266.3%
WMB vs CG
+308.6%
-42.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +2.0% |
| 7D | -6.9% | +2.0% | -8.9% | -7.6% |
| 30D | -7.2% | +8.5% | -15.7% | -9.9% |
| 3M | -5.4% | -12.1% | +6.7% | -2.3% |
| 6M | -4.9% | -16.4% | +11.6% | -0.7% |
| YTD | +14.7% | -28.0% | +42.7% | +24.0% |
| 1Y | +14.7% | -18.9% | +33.6% | +18.7% |
| 3Y | +116.4% | +51.2% | +65.1% | +67.1% |
| 5Y | +198.5% | -15.9% | +214.4% | +178.6% |
| 10Y | +266.3% | +305.9% | -39.6% | +86.7% |
| All | +266.3% | +308.6% | -42.3% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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