+4,679.4%
WMB vs CI
+8,153.0%
-3,473.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -4.8% |
| 7D | -14.2% | +1.0% | -15.2% | -14.6% |
| 30D | -11.2% | +9.9% | -21.1% | -14.7% |
| 3M | -9.9% | +12.1% | -21.9% | -14.2% |
| 6M | -14.4% | +10.6% | -25.0% | -18.5% |
| YTD | +9.2% | +11.4% | -2.2% | +3.1% |
| 1Y | +15.1% | +18.8% | -3.7% | +5.7% |
| 3Y | +99.2% | +2.9% | +96.4% | +83.0% |
| 5Y | +180.2% | +54.5% | +125.7% | +114.1% |
| 10Y | +273.7% | +175.7% | +98.0% | +116.2% |
| All | +4,679.4% | +8,153.0% | -3,473.6% | +795.3% |
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