+23.7%
WMB vs CME
+19.8%
+4.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.4% | -7.7% | -6.5% |
| 7D | -8.6% | +4.8% | -13.5% | -9.1% |
| 30D | -4.2% | +14.2% | -18.3% | -6.3% |
| 3M | -4.4% | +17.9% | -22.3% | -7.2% |
| 6M | -8.7% | +7.2% | -15.9% | -8.3% |
| YTD | +15.4% | +16.7% | -1.4% | +12.0% |
| 1Y | +23.7% | +19.6% | +4.2% | +19.1% |
| All | +23.7% | +19.8% | +4.0% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling