+303.7%
WMB vs CI
+146.1%
+157.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | +0.6% | +1.3% | -0.7% | +0.1% |
| 30D | +3.3% | +4.4% | -1.2% | +1.8% |
| 3M | +3.1% | +0.7% | +2.5% | +2.5% |
| 6M | -0.7% | +0.3% | -1.1% | -1.6% |
| YTD | +25.2% | +3.8% | +21.3% | +22.4% |
| 1Y | +32.9% | -5.5% | +38.4% | +32.5% |
| 3Y | +140.6% | +8.1% | +132.4% | +117.4% |
| 5Y | +273.5% | +42.8% | +230.7% | +188.9% |
| All | +303.7% | +146.1% | +157.6% | +132.0% |
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