+4,666.7%
WMB vs CPB
+360.6%
+4,306.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -13.8% | +8.0% | -21.8% | -15.6% |
| 30D | -10.3% | +22.4% | -32.7% | -15.2% |
| 3M | -10.1% | +2.5% | -12.6% | -11.3% |
| 6M | -11.8% | +12.2% | -24.1% | -15.5% |
| YTD | +8.9% | -12.8% | +21.8% | +10.7% |
| 1Y | +14.0% | -19.2% | +33.1% | +18.0% |
| 3Y | +100.5% | -35.6% | +136.1% | +116.0% |
| 5Y | +179.5% | -31.4% | +210.9% | +192.0% |
| 10Y | +272.7% | -37.9% | +310.7% | +281.2% |
| All | +4,666.7% | +360.6% | +4,306.1% | +2,598.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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