+200.8%
WMB vs CNP
+74.5%
+126.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +7.8% | +1.3% | +6.5% | +7.1% |
| 30D | -5.1% | +3.8% | -8.9% | -6.8% |
| 3M | -4.7% | +2.4% | -7.1% | -5.8% |
| 6M | -7.4% | -1.2% | -6.2% | -7.0% |
| YTD | +17.5% | +9.3% | +8.2% | +12.0% |
| 1Y | +19.5% | +6.4% | +13.0% | +15.4% |
| 3Y | +121.3% | +66.4% | +54.9% | +68.8% |
| All | +200.8% | +74.5% | +126.3% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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