+198.5%
WMB vs CSGP
-63.3%
+261.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.7% |
| 7D | -6.9% | -3.2% | -3.8% | -6.8% |
| 30D | -7.2% | +2.2% | -9.4% | -7.6% |
| 3M | -5.4% | -3.7% | -1.8% | -5.6% |
| 6M | -4.9% | -7.4% | +2.6% | -4.8% |
| YTD | +14.7% | -54.9% | +69.6% | +23.0% |
| 1Y | +14.7% | -54.9% | +69.6% | +23.0% |
| 3Y | +116.4% | -61.9% | +178.3% | +134.9% |
| 5Y | +198.5% | -63.1% | +261.6% | +235.4% |
| All | +198.5% | -63.3% | +261.9% | +235.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling