-3.0%
CMG vs WMB
+282.7%
-285.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.3% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | +12.7% | +7.7% | +5.0% | +11.4% |
| 3M | +26.3% | +6.7% | +19.6% | +24.7% |
| 6M | +4.5% | +3.6% | +0.9% | +3.6% |
| YTD | -0.1% | +28.0% | -28.1% | -4.8% |
| 1Y | -6.8% | +37.6% | -44.4% | -12.7% |
| 3Y | -5.0% | +149.0% | -154.0% | -22.6% |
| 5Y | -3.0% | +285.3% | -288.3% | -23.3% |
| All | -3.0% | +282.7% | -285.7% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling