+259.9%
WMB vs CME
+320.1%
-60.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | -6.7% | -0.6% | -6.1% | -6.5% |
| 30D | -8.6% | +8.5% | -17.1% | -12.0% |
| 3M | -4.9% | +16.0% | -21.0% | -11.2% |
| 6M | -6.3% | +9.3% | -15.6% | -10.7% |
| YTD | +13.0% | +15.3% | -2.3% | +4.7% |
| 1Y | +14.9% | +14.4% | +0.5% | +6.8% |
| 3Y | +113.4% | +59.9% | +53.5% | +67.1% |
| 5Y | +190.2% | +69.4% | +120.7% | +116.1% |
| 10Y | +259.9% | +299.5% | -39.6% | +101.2% |
| All | +259.9% | +320.1% | -60.2% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling