+4,666.7%
WMB vs CI
+7,937.0%
-3,270.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.7% |
| 7D | -13.8% | -1.6% | -12.3% | -13.4% |
| 30D | -10.3% | +5.4% | -15.7% | -12.4% |
| 3M | -10.1% | +7.3% | -17.3% | -13.0% |
| 6M | -11.8% | +5.3% | -17.1% | -14.6% |
| YTD | +8.9% | +8.5% | +0.5% | +3.8% |
| 1Y | +14.0% | +17.1% | -3.1% | +5.3% |
| 3Y | +100.5% | +1.4% | +99.1% | +85.1% |
| 5Y | +179.5% | +50.5% | +129.0% | +115.7% |
| 10Y | +272.7% | +168.5% | +104.2% | +117.8% |
| All | +4,666.7% | +7,937.0% | -3,270.3% | +801.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling