+100.5%
WMB vs CP
+26.5%
+74.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | -13.8% | +2.8% | -16.6% | -14.2% |
| 30D | -10.3% | +10.2% | -20.5% | -11.6% |
| 3M | -10.1% | +2.4% | -12.4% | -10.5% |
| 6M | -11.8% | +7.7% | -19.5% | -13.1% |
| YTD | +8.9% | +26.0% | -17.0% | +4.4% |
| 1Y | +14.0% | +34.6% | -20.7% | +7.9% |
| 3Y | +100.5% | +26.7% | +73.8% | +86.3% |
| All | +100.5% | +26.5% | +74.0% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling