+266.3%
WMB vs CP
+255.2%
+11.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -6.9% | +2.8% | -9.7% | -8.2% |
| 30D | -7.2% | +11.0% | -18.2% | -12.0% |
| 3M | -5.4% | +3.8% | -9.3% | -7.6% |
| 6M | -4.9% | +9.5% | -14.4% | -9.8% |
| YTD | +14.7% | +28.2% | -13.5% | -0.4% |
| 1Y | +14.7% | +33.0% | -18.2% | -2.3% |
| 3Y | +116.4% | +35.5% | +80.8% | +74.6% |
| 5Y | +198.5% | +25.8% | +172.7% | +144.9% |
| 10Y | +266.3% | +250.7% | +15.6% | +57.3% |
| All | +266.3% | +255.2% | +11.1% | +57.3% |
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