+180.2%
WMB vs CVE
+148.3%
+31.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.7% | -2.6% | -4.5% |
| 7D | -14.2% | -14.1% | -0.1% | -10.2% |
| 30D | -11.2% | -11.6% | +0.4% | -7.9% |
| 3M | -9.9% | 0.0% | -9.9% | -10.0% |
| 6M | -14.4% | -8.4% | -6.0% | -12.6% |
| YTD | +9.2% | +65.9% | -56.7% | -7.6% |
| 1Y | +15.1% | +69.4% | -54.3% | -3.4% |
| 3Y | +99.2% | +55.9% | +43.3% | +67.0% |
| 5Y | +180.2% | +146.2% | +34.1% | +92.1% |
| All | +180.2% | +148.3% | +31.9% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling