+302.1%
WMB vs CG
+345.5%
-43.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.4% | +3.0% |
| 7D | +0.8% | -1.3% | +2.1% | +1.2% |
| 30D | +7.7% | -3.2% | +10.9% | +8.5% |
| 3M | +6.7% | +6.2% | +0.5% | +3.7% |
| 6M | +3.6% | -4.7% | +8.3% | +3.7% |
| YTD | +28.0% | -20.6% | +48.6% | +34.8% |
| 1Y | +37.6% | -26.4% | +64.0% | +47.9% |
| 3Y | +149.0% | +55.4% | +93.6% | +92.0% |
| 5Y | +285.3% | +9.8% | +275.5% | +220.5% |
| 10Y | +302.1% | +341.4% | -39.3% | +91.7% |
| All | +302.1% | +345.5% | -43.5% | +91.7% |
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