+264.5%
WMB vs CVE
+136.1%
+128.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -13.8% | -16.1% | +2.3% | -8.5% |
| 30D | -10.3% | -10.4% | +0.1% | -7.0% |
| 3M | -10.1% | -2.4% | -7.7% | -9.5% |
| 6M | -11.8% | -4.4% | -7.4% | -11.2% |
| YTD | +8.9% | +64.9% | -56.0% | -9.4% |
| 1Y | +14.0% | +66.0% | -52.1% | -5.6% |
| 3Y | +100.5% | +57.7% | +42.9% | +63.3% |
| 5Y | +179.5% | +144.7% | +34.8% | +86.8% |
| All | +264.5% | +136.1% | +128.3% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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