+4,679.4%
WMB vs CP
+7,870.0%
-3,190.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.0% |
| 7D | -14.2% | +6.1% | -20.3% | -16.9% |
| 30D | -11.2% | +9.8% | -21.0% | -15.5% |
| 3M | -9.9% | +2.7% | -12.6% | -11.6% |
| 6M | -14.4% | +12.8% | -27.1% | -20.2% |
| YTD | +9.2% | +28.2% | -18.9% | -5.2% |
| 1Y | +15.1% | +34.1% | -19.1% | -2.5% |
| 3Y | +99.2% | +28.9% | +70.4% | +66.7% |
| 5Y | +180.2% | +27.1% | +153.2% | +131.4% |
| 10Y | +273.7% | +264.8% | +8.9% | +75.9% |
| All | +4,679.4% | +7,870.0% | -3,190.6% | +687.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling