+4,100.0%
CMG vs WMB
+818.2%
+3,281.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | +7.1% | +3.3% | +3.9% | +6.2% |
| 3M | +31.2% | +3.1% | +28.0% | +29.7% |
| 6M | +0.7% | -0.7% | +1.4% | +0.3% |
| YTD | -0.1% | +25.2% | -25.3% | -6.1% |
| 1Y | -10.7% | +32.9% | -43.6% | -17.6% |
| 3Y | -4.7% | +140.6% | -145.2% | -24.9% |
| 5Y | -3.8% | +273.5% | -277.2% | -32.7% |
| 10Y | +352.5% | +334.2% | +18.3% | +185.2% |
| All | +4,100.0% | +818.2% | +3,281.8% | +1,474.3% |
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 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