+5,319.1%
WMB vs CGNX
+12,871.6%
-7,552.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.1% |
| 7D | -1.0% | +3.2% | -4.2% | -1.6% |
| 30D | -0.4% | +6.0% | -6.4% | -1.6% |
| 3M | +3.2% | +3.5% | -0.3% | +2.0% |
| 6M | +0.1% | +26.3% | -26.2% | -5.0% |
| YTD | +23.9% | +79.2% | -55.4% | +8.8% |
| 1Y | +27.6% | +43.8% | -16.2% | +15.8% |
| 3Y | +141.9% | +52.0% | +90.0% | +110.9% |
| 5Y | +273.8% | -24.0% | +297.8% | +260.9% |
| 10Y | +303.4% | +189.1% | +114.4% | +193.9% |
| All | +5,319.1% | +12,871.6% | -7,552.6% | +2,231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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