+259.9%
WMB vs CI
+158.0%
+101.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | -6.7% | +0.1% | -6.8% | -6.8% |
| 30D | -8.6% | +4.7% | -13.2% | -10.2% |
| 3M | -4.9% | +5.2% | -10.1% | -6.9% |
| 6M | -6.3% | +3.8% | -10.1% | -8.3% |
| YTD | +13.0% | +9.2% | +3.8% | +8.2% |
| 1Y | +14.9% | +14.3% | +0.7% | +8.3% |
| 3Y | +113.4% | +8.4% | +104.9% | +93.2% |
| 5Y | +190.2% | +50.0% | +140.1% | +120.4% |
| 10Y | +259.9% | +142.2% | +117.7% | +105.0% |
| All | +259.9% | +158.0% | +101.8% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling