+116.4%
WMB vs COO
-22.2%
+138.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -6.9% | +4.5% | -11.4% | -7.2% |
| 30D | -7.2% | +16.9% | -24.1% | -8.4% |
| 3M | -5.4% | -16.7% | +11.3% | -3.8% |
| 6M | -4.9% | +5.9% | -10.8% | -5.7% |
| YTD | +14.7% | -22.4% | +37.1% | +17.3% |
| 1Y | +14.7% | -10.1% | +24.8% | +15.4% |
| 3Y | +116.4% | -22.8% | +139.1% | +122.3% |
| All | +116.4% | -22.2% | +138.6% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling