+295.4%
WMB vs CBOE
+379.3%
-83.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.7% |
| 7D | -1.7% | -3.7% | +2.0% | -0.6% |
| 30D | +0.7% | +2.0% | -1.3% | 0.0% |
| 3M | +1.5% | -4.2% | +5.8% | +2.1% |
| 6M | +0.1% | +1.2% | -1.1% | -2.0% |
| YTD | +22.9% | +15.4% | +7.5% | +15.2% |
| 1Y | +27.9% | +23.5% | +4.4% | +17.2% |
| 3Y | +139.1% | +93.2% | +46.0% | +83.9% |
| 5Y | +270.9% | +142.0% | +129.0% | +157.6% |
| All | +295.4% | +379.3% | -83.9% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CBOE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling