+3,909.1%
CMG vs WMB
+761.8%
+3,147.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.5% | +7.8% | -5.3% | +0.7% |
| 30D | +15.6% | -5.1% | +20.7% | +16.5% |
| 3M | +8.2% | -4.7% | +12.9% | +8.8% |
| 6M | +9.9% | -7.4% | +17.3% | +10.9% |
| YTD | -4.6% | +17.5% | -22.1% | -9.4% |
| 1Y | +12.4% | +19.5% | -7.0% | +6.3% |
| 3Y | -18.0% | +121.3% | -139.3% | -34.3% |
| 5Y | -5.3% | +200.5% | -205.8% | -30.4% |
| 10Y | +344.2% | +281.9% | +62.4% | +187.4% |
| All | +3,909.1% | +761.8% | +3,147.3% | +1,418.2% |
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