+122.4%
WMB vs CTVA
+45.6%
+76.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -24.3% | +25.1% | +3.6% |
| 7D | +8.1% | -23.7% | +31.7% | +11.0% |
| 30D | -6.9% | -31.2% | +24.3% | -2.7% |
| 3M | -5.1% | -18.7% | +13.6% | -4.1% |
| 6M | -5.7% | -25.5% | +19.8% | -3.7% |
| YTD | +18.1% | -8.0% | +26.1% | +15.7% |
| 1Y | +18.4% | -7.0% | +25.4% | +15.8% |
| All | +122.4% | +45.6% | +76.8% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling