+761.1%
WMB vs CPAY
+1,528.2%
-767.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +3.2% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | +7.7% | +3.6% | +4.1% | +5.9% |
| 3M | +6.7% | +16.6% | -9.9% | -0.7% |
| 6M | +3.6% | +29.5% | -25.8% | -9.0% |
| YTD | +28.0% | +35.3% | -7.3% | +8.6% |
| 1Y | +37.6% | +30.6% | +7.0% | +17.6% |
| 3Y | +149.0% | +49.7% | +99.3% | +91.4% |
| 5Y | +285.3% | +54.4% | +230.9% | +181.2% |
| 10Y | +302.1% | +142.8% | +159.3% | +111.7% |
| All | +761.1% | +1,528.2% | -767.1% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling