+295.5%
WMB vs CMI
+516.5%
-220.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -1.8% | -0.7% | -1.0% | -1.4% |
| 30D | -1.2% | -12.4% | +11.2% | +4.4% |
| 3M | +2.5% | -14.8% | +17.2% | +8.6% |
| 6M | -0.7% | +0.8% | -1.4% | -3.8% |
| YTD | +23.0% | +10.2% | +12.8% | +12.7% |
| 1Y | +26.7% | +37.4% | -10.8% | +3.3% |
| 3Y | +140.2% | +153.3% | -13.1% | +37.9% |
| 5Y | +271.1% | +167.6% | +103.5% | +100.9% |
| All | +295.5% | +516.5% | -220.9% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling