+259.9%
WMB vs CP
+261.0%
-1.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.7% |
| 7D | -6.7% | +2.8% | -9.4% | -8.0% |
| 30D | -8.6% | +11.3% | -19.9% | -13.4% |
| 3M | -4.9% | +2.9% | -7.8% | -6.7% |
| 6M | -6.3% | +9.8% | -16.1% | -11.3% |
| YTD | +13.0% | +28.5% | -15.6% | -2.0% |
| 1Y | +14.9% | +33.5% | -18.6% | -2.3% |
| 3Y | +113.4% | +31.9% | +81.4% | +74.9% |
| 5Y | +190.2% | +25.5% | +164.7% | +138.5% |
| 10Y | +259.9% | +257.6% | +2.3% | +53.9% |
| All | +259.9% | +261.0% | -1.1% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling