+285.0%
WMB vs CMI
+165.6%
+119.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | +4.6% | -12.3% | +16.9% | +8.1% |
| 3M | +5.7% | -16.8% | +22.5% | +10.2% |
| 6M | +4.2% | +1.5% | +2.7% | +1.7% |
| YTD | +26.8% | +9.8% | +17.1% | +19.6% |
| 1Y | +34.7% | +42.6% | -7.9% | +15.3% |
| 3Y | +146.8% | +151.0% | -4.2% | +67.1% |
| 5Y | +285.0% | +167.0% | +118.0% | +151.8% |
| All | +285.0% | +165.6% | +119.4% | +151.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling