+197.2%
WMB vs CP
+25.9%
+171.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.6% | -0.7% | +2.2% | +1.8% |
| 30D | -7.1% | +9.6% | -16.7% | -9.6% |
| 3M | -4.0% | +2.2% | -6.2% | -4.9% |
| 6M | -5.7% | +11.1% | -16.8% | -9.1% |
| YTD | +17.2% | +28.2% | -11.0% | +7.5% |
| 1Y | +17.2% | +32.2% | -15.0% | +6.4% |
| 3Y | +121.1% | +35.5% | +85.5% | +91.5% |
| 5Y | +197.2% | +26.8% | +170.4% | +159.1% |
| All | +197.2% | +25.9% | +171.2% | +159.1% |
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