+5,376.0%
WMB vs CMI
+19,768.2%
-14,392.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.0% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | +3.3% | -13.4% | +16.7% | +9.3% |
| 3M | +3.1% | -17.0% | +20.1% | +10.0% |
| 6M | -0.7% | -1.6% | +0.9% | -2.2% |
| YTD | +25.2% | +11.0% | +14.2% | +16.3% |
| 1Y | +32.9% | +41.9% | -9.0% | +10.7% |
| 3Y | +140.6% | +151.8% | -11.2% | +54.3% |
| 5Y | +273.5% | +163.6% | +109.9% | +131.0% |
| 10Y | +334.2% | +472.9% | -138.7% | +91.8% |
| All | +5,376.0% | +19,768.2% | -14,392.2% | +635.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling