+142.3%
WMB vs CSGP
-61.9%
+204.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.3% |
| 7D | +0.6% | -4.1% | +4.6% | +0.8% |
| 30D | +3.3% | +2.3% | +0.9% | +3.0% |
| 3M | +3.1% | -8.2% | +11.3% | +3.8% |
| 6M | -0.7% | -35.1% | +34.4% | +3.1% |
| YTD | +25.2% | -54.0% | +79.2% | +34.8% |
| 1Y | +32.9% | -65.3% | +98.2% | +49.8% |
| All | +142.3% | -61.9% | +204.2% | +171.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling