+180.3%
WMB vs CI
+49.9%
+130.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | 0.0% |
| 7D | -13.8% | -1.6% | -12.3% | -13.7% |
| 30D | -10.3% | +5.4% | -15.7% | -10.9% |
| 3M | -10.1% | +7.3% | -17.3% | -10.9% |
| 6M | -11.8% | +5.3% | -17.1% | -12.6% |
| YTD | +8.9% | +8.5% | +0.5% | +7.5% |
| 1Y | +14.0% | +17.1% | -3.1% | +11.4% |
| 3Y | +100.5% | +1.4% | +99.1% | +97.0% |
| All | +180.3% | +49.9% | +130.4% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling