+23.7%
WMB vs CMI
+10.9%
+12.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.8% | -0.6% | -5.8% |
| 7D | -8.6% | -11.2% | +2.6% | -7.8% |
| 30D | -4.2% | -9.8% | +5.7% | -3.3% |
| 3M | -4.4% | -25.5% | +21.1% | -3.1% |
| 6M | -8.7% | -27.7% | +19.0% | -7.3% |
| YTD | +15.4% | -6.6% | +22.0% | +15.4% |
| 1Y | +23.7% | +11.7% | +12.1% | +19.9% |
| All | +23.7% | +10.9% | +12.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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