+3,896.6%
CMG vs WMB
+766.1%
+3,130.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.2% |
| 7D | -0.6% | +8.1% | -8.7% | -2.4% |
| 30D | +15.9% | -6.9% | +22.8% | +17.4% |
| 3M | +7.8% | -5.1% | +12.8% | +8.4% |
| 6M | +7.7% | -5.7% | +13.4% | +8.2% |
| YTD | -4.9% | +18.1% | -23.0% | -9.8% |
| 1Y | +12.3% | +18.4% | -6.1% | +6.4% |
| 3Y | -17.1% | +122.7% | -139.8% | -33.7% |
| 5Y | -5.6% | +202.0% | -207.7% | -30.7% |
| 10Y | +342.9% | +283.8% | +59.1% | +186.2% |
| All | +3,896.6% | +766.1% | +3,130.5% | +1,411.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling