+265.4%
WMB vs CSGP
+71.3%
+194.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -5.1% |
| 7D | -14.2% | +13.9% | -28.1% | -16.2% |
| 30D | -11.2% | +16.0% | -27.2% | -14.3% |
| 3M | -9.9% | +6.1% | -16.0% | -11.9% |
| 6M | -14.4% | -8.2% | -6.2% | -14.3% |
| YTD | +9.2% | -52.3% | +61.6% | +24.0% |
| 1Y | +15.1% | -54.5% | +69.6% | +31.8% |
| 3Y | +99.2% | -58.6% | +157.8% | +128.3% |
| 5Y | +180.2% | -61.5% | +241.8% | +222.0% |
| All | +265.4% | +71.3% | +194.1% | +206.2% |
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