+202.0%
WMB vs CTVA
+34.5%
+167.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -24.3% | +25.1% | +6.3% |
| 7D | +8.1% | -23.7% | +31.7% | +13.8% |
| 30D | -6.9% | -31.2% | +24.3% | +0.8% |
| 3M | -5.1% | -18.7% | +13.6% | -2.9% |
| 6M | -5.7% | -25.5% | +19.8% | -1.5% |
| YTD | +18.1% | -8.0% | +26.1% | +14.9% |
| 1Y | +18.4% | -7.0% | +25.4% | +14.9% |
| 3Y | +122.7% | +45.2% | +77.5% | +77.1% |
| 5Y | +202.0% | +32.3% | +169.8% | +147.6% |
| All | +202.0% | +34.5% | +167.6% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling