+821.5%
WMB vs CVE
+67.4%
+754.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.6% | +1.3% | -3.3% |
| 7D | -8.6% | -12.1% | +3.4% | -3.9% |
| 30D | -4.2% | -9.8% | +5.6% | -0.3% |
| 3M | -4.4% | -0.7% | -3.7% | -4.6% |
| 6M | -8.7% | -4.3% | -4.4% | -8.1% |
| YTD | +15.4% | +70.6% | -55.2% | -8.8% |
| 1Y | +23.7% | +73.2% | -49.4% | -2.9% |
| 3Y | +110.4% | +60.3% | +50.1% | +62.9% |
| 5Y | +198.9% | +159.3% | +39.6% | +78.2% |
| 10Y | +294.7% | +147.4% | +147.3% | +80.5% |
| All | +821.5% | +67.4% | +754.1% | +372.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling