+639.9%
WMB vs CSGP
+3,520.0%
-2,880.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.4% | -7.2% |
| 7D | -8.6% | +18.3% | -26.9% | -12.1% |
| 30D | -4.2% | +17.8% | -22.0% | -8.4% |
| 3M | -4.4% | +9.3% | -13.7% | -7.6% |
| 6M | -8.7% | -7.9% | -0.8% | -9.0% |
| YTD | +15.4% | -51.5% | +66.9% | +30.8% |
| 1Y | +23.7% | -53.3% | +77.1% | +41.3% |
| 3Y | +110.4% | -57.9% | +168.3% | +141.2% |
| 5Y | +198.9% | -61.3% | +260.2% | +239.5% |
| 10Y | +294.7% | +77.5% | +217.2% | +207.9% |
| All | +639.9% | +3,520.0% | -2,880.1% | +228.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling