+5,376.0%
WMB vs CI
+7,591.2%
-2,215.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | +0.6% | +1.3% | -0.7% | 0.0% |
| 30D | +3.3% | +4.4% | -1.2% | +1.5% |
| 3M | +3.1% | +0.7% | +2.5% | +2.3% |
| 6M | -0.7% | +0.3% | -1.1% | -1.8% |
| YTD | +25.2% | +3.8% | +21.3% | +21.9% |
| 1Y | +32.9% | -5.5% | +38.4% | +32.2% |
| 3Y | +140.6% | +8.1% | +132.4% | +117.3% |
| 5Y | +273.5% | +42.8% | +230.7% | +195.1% |
| 10Y | +334.2% | +143.9% | +190.3% | +164.4% |
| All | +5,376.0% | +7,591.2% | -2,215.2% | +959.2% |
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 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