+280.9%
WMB vs CME
+297.2%
-16.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.3% |
| 7D | +1.6% | +2.5% | -0.9% | +0.5% |
| 30D | -7.1% | +13.9% | -21.0% | -12.4% |
| 3M | -4.0% | +22.4% | -26.4% | -12.4% |
| 6M | -5.7% | +12.9% | -18.6% | -11.3% |
| YTD | +17.2% | +19.6% | -2.4% | +6.9% |
| 1Y | +17.2% | +17.7% | -0.5% | +7.6% |
| 3Y | +121.1% | +65.3% | +55.7% | +70.6% |
| 5Y | +197.2% | +75.1% | +122.0% | +118.1% |
| 10Y | +280.9% | +305.8% | -24.8% | +107.8% |
| All | +280.9% | +297.2% | -16.3% | +107.8% |
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