+310.8%
WMB vs CTVA
+211.9%
+99.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | 0.0% | -5.8% | +5.8% | +2.5% |
| 30D | +4.6% | +11.1% | -6.5% | -0.1% |
| 3M | +5.7% | +13.2% | -7.5% | -0.6% |
| 6M | +4.2% | +8.7% | -4.5% | -0.6% |
| YTD | +26.8% | +27.3% | -0.4% | +12.8% |
| 1Y | +34.7% | +18.0% | +16.7% | +23.1% |
| 3Y | +146.8% | +76.5% | +70.3% | +81.0% |
| 5Y | +285.0% | +105.1% | +179.9% | +155.5% |
| All | +310.8% | +211.9% | +99.0% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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