+265.4%
WMB vs CVE
+137.5%
+127.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.7% | -2.6% | -4.4% |
| 7D | -14.2% | -14.1% | -0.1% | -9.7% |
| 30D | -11.2% | -11.6% | +0.4% | -7.5% |
| 3M | -9.9% | 0.0% | -9.9% | -10.1% |
| 6M | -14.4% | -8.4% | -6.0% | -12.5% |
| YTD | +9.2% | +65.9% | -56.7% | -9.4% |
| 1Y | +15.1% | +69.4% | -54.3% | -5.3% |
| 3Y | +99.2% | +55.9% | +43.3% | +62.9% |
| 5Y | +180.2% | +146.2% | +34.1% | +86.9% |
| All | +265.4% | +137.5% | +127.9% | +83.9% |
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