+180.3%
WMB vs CG
-22.2%
+202.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -13.8% | -1.2% | -12.6% | -13.7% |
| 30D | -10.3% | +5.0% | -15.4% | -11.3% |
| 3M | -10.1% | -18.2% | +8.1% | -7.0% |
| 6M | -11.8% | -20.7% | +8.9% | -8.6% |
| YTD | +8.9% | -31.4% | +40.4% | +15.4% |
| 1Y | +14.0% | -22.3% | +36.2% | +17.2% |
| 3Y | +100.5% | +50.2% | +50.4% | +72.4% |
| All | +180.3% | -22.2% | +202.5% | +164.5% |
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