+23.7%
WMB vs CPAY
+59.0%
-35.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.0% | -9.3% | -6.0% |
| 7D | -8.6% | +5.7% | -14.4% | -8.0% |
| 30D | -4.2% | +4.2% | -8.4% | -3.6% |
| 3M | -4.4% | +5.6% | -10.0% | -3.8% |
| 6M | -8.7% | +34.7% | -43.4% | -6.5% |
| YTD | +15.4% | +39.1% | -23.7% | +17.9% |
| 1Y | +23.7% | +60.3% | -36.5% | +23.9% |
| All | +23.7% | +59.0% | -35.3% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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