+10.9%
CMG vs WMB
+22.7%
-11.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.4% | +12.2% | +4.8% |
| 7D | +22.5% | -8.6% | +31.2% | +21.0% |
| 30D | +14.1% | -4.2% | +18.3% | +13.3% |
| 3M | +4.1% | -4.4% | +8.5% | +3.3% |
| 6M | +10.1% | -8.7% | +18.8% | +9.4% |
| YTD | -4.9% | +15.4% | -20.2% | -6.5% |
| 1Y | +10.9% | +23.7% | -12.8% | +7.7% |
| All | +10.9% | +22.7% | -11.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 1y: compounded portfolio wealth divided by compounded WMB 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…
1y analysis · Full analysis span regression · 6 months rolling