+264.5%
WMB vs CSGP
+63.3%
+201.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +0.5% |
| 7D | -13.8% | +1.3% | -15.1% | -14.1% |
| 30D | -10.3% | +10.7% | -21.0% | -12.7% |
| 3M | -10.1% | +3.3% | -13.3% | -11.7% |
| 6M | -11.8% | -10.3% | -1.5% | -11.5% |
| YTD | +8.9% | -54.6% | +63.5% | +24.6% |
| 1Y | +14.0% | -54.6% | +68.6% | +30.3% |
| 3Y | +100.5% | -60.3% | +160.9% | +131.3% |
| 5Y | +179.5% | -63.3% | +242.8% | +223.7% |
| All | +264.5% | +63.3% | +201.2% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling