+200.8%
WMB vs CG
-23.0%
+223.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +7.8% | +0.2% | +7.6% | +7.7% |
| 30D | -5.1% | +11.2% | -16.3% | -7.1% |
| 3M | -4.7% | -22.1% | +17.4% | -0.6% |
| 6M | -7.4% | -17.9% | +10.5% | -4.7% |
| YTD | +17.5% | -31.3% | +48.8% | +24.4% |
| 1Y | +19.5% | -24.0% | +43.4% | +23.5% |
| 3Y | +121.3% | +45.0% | +76.3% | +91.8% |
| All | +200.8% | -23.0% | +223.8% | +184.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling