-18.0%
CMG vs WMB
+121.9%
-139.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +2.5% | +7.8% | -5.3% | +2.3% |
| 30D | +15.6% | -5.1% | +20.7% | +15.6% |
| 3M | +8.2% | -4.7% | +12.9% | +8.1% |
| 6M | +9.9% | -7.4% | +17.3% | +10.0% |
| YTD | -4.6% | +17.5% | -22.1% | -7.4% |
| 1Y | +12.4% | +19.5% | -7.0% | +8.9% |
| 3Y | -18.0% | +121.3% | -139.3% | -23.7% |
| All | -18.0% | +121.9% | -139.8% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling