+37.6%
WMB vs CME
+10.5%
+27.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.5% |
| 7D | +0.8% | -2.9% | +3.7% | +1.3% |
| 30D | +7.7% | +5.5% | +2.2% | +6.6% |
| 3M | +6.7% | +11.0% | -4.3% | +5.0% |
| 6M | +3.6% | -9.7% | +13.3% | +7.1% |
| YTD | +28.0% | +4.9% | +23.1% | +27.3% |
| 1Y | +37.6% | +10.1% | +27.5% | +35.9% |
| All | +37.6% | +10.5% | +27.1% | +35.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling