+202.4%
WMB vs CP
+26.1%
+176.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +8.1% | +0.9% | +7.2% | +7.8% |
| 30D | -6.9% | +10.3% | -17.2% | -9.6% |
| 3M | -5.1% | +2.3% | -7.4% | -5.9% |
| 6M | -5.7% | +10.7% | -16.4% | -9.0% |
| YTD | +18.1% | +29.3% | -11.2% | +8.0% |
| 1Y | +18.4% | +31.5% | -13.0% | +7.7% |
| 3Y | +122.7% | +36.7% | +86.0% | +92.4% |
| All | +202.4% | +26.1% | +176.2% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling