+149.0%
WMB vs CTVA
+78.5%
+70.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +2.7% |
| 7D | +0.8% | -2.1% | +2.9% | +1.2% |
| 30D | +7.7% | +12.0% | -4.3% | +5.4% |
| 3M | +6.7% | +13.5% | -6.8% | +3.6% |
| 6M | +3.6% | +12.1% | -8.5% | +0.8% |
| YTD | +28.0% | +29.0% | -1.0% | +21.1% |
| 1Y | +37.6% | +18.9% | +18.8% | +32.0% |
| 3Y | +149.0% | +78.9% | +70.2% | +122.8% |
| All | +149.0% | +78.5% | +70.5% | +122.8% |
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