+322.9%
WMB vs CVE
+159.5%
+163.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | +0.6% | +2.5% | -1.9% | -0.3% |
| 30D | +3.3% | +16.7% | -13.5% | -2.0% |
| 3M | +3.1% | +9.3% | -6.1% | -0.5% |
| 6M | -0.7% | +43.6% | -44.3% | -12.9% |
| YTD | +25.2% | +93.6% | -68.4% | -1.2% |
| 1Y | +32.9% | +98.8% | -65.9% | +3.5% |
| 3Y | +140.6% | +73.6% | +67.0% | +90.0% |
| 5Y | +273.5% | +312.5% | -39.0% | +108.6% |
| All | +322.9% | +159.5% | +163.4% | +103.1% |
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