+19.5%
WMB vs CP
+31.6%
-12.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +7.8% | +2.1% | +5.7% | +7.8% |
| 30D | -5.1% | +9.3% | -14.4% | -5.5% |
| 3M | -4.7% | +0.5% | -5.2% | -4.7% |
| 6M | -7.4% | +10.4% | -17.8% | -8.3% |
| YTD | +17.5% | +28.7% | -11.2% | +14.7% |
| 1Y | +19.5% | +33.2% | -13.7% | +15.4% |
| All | +19.5% | +31.6% | -12.1% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling