+8,201.0%
WMB vs CME
+8,169.9%
+31.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -13.8% | +0.9% | -14.7% | -14.2% |
| 30D | -10.3% | +13.2% | -23.5% | -14.9% |
| 3M | -10.1% | +16.3% | -26.3% | -15.7% |
| 6M | -11.8% | +7.1% | -19.0% | -15.1% |
| YTD | +8.9% | +15.8% | -6.9% | +1.3% |
| 1Y | +14.0% | +17.1% | -3.1% | +5.5% |
| 3Y | +100.5% | +63.2% | +37.4% | +60.0% |
| 5Y | +179.5% | +70.2% | +109.3% | +115.7% |
| 10Y | +272.7% | +337.0% | -64.3% | +93.8% |
| All | +8,201.0% | +8,169.9% | +31.1% | +1,807.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling