+375.8%
WMB vs CG
+351.2%
+24.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.7% |
| 7D | +0.6% | -4.3% | +4.9% | +2.2% |
| 30D | +3.3% | -5.1% | +8.3% | +4.9% |
| 3M | +3.1% | +8.7% | -5.5% | -1.1% |
| 6M | -0.7% | -9.2% | +8.5% | +1.2% |
| YTD | +25.2% | -18.9% | +44.0% | +31.7% |
| 1Y | +32.9% | -25.6% | +58.5% | +43.7% |
| 3Y | +140.6% | +57.3% | +83.3% | +77.9% |
| 5Y | +273.5% | +10.2% | +263.3% | +201.0% |
| 10Y | +334.2% | +364.2% | -30.0% | +52.1% |
| All | +375.8% | +351.2% | +24.7% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling