+18.4%
WMB vs CTVA
-5.7%
+24.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -24.3% | +25.1% | +2.1% |
| 7D | +8.1% | -23.7% | +31.7% | +9.5% |
| 30D | -6.9% | -31.2% | +24.3% | -4.2% |
| 3M | -5.1% | -18.7% | +13.6% | -5.7% |
| 6M | -5.7% | -25.5% | +19.8% | -6.1% |
| YTD | +18.1% | -8.0% | +26.1% | +7.9% |
| 1Y | +18.4% | -7.0% | +25.4% | +7.4% |
| All | +18.4% | -5.7% | +24.1% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling