+281.4%
WMB vs CMS
+140.2%
+141.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | +7.8% | +1.7% | +6.1% | +7.2% |
| 30D | -5.1% | +6.2% | -11.3% | -7.1% |
| 3M | -4.7% | +0.6% | -5.3% | -5.0% |
| 6M | -7.4% | -1.8% | -5.6% | -7.1% |
| YTD | +17.5% | +3.8% | +13.6% | +15.7% |
| 1Y | +19.5% | -1.8% | +21.2% | +19.8% |
| 3Y | +121.3% | +39.8% | +81.5% | +97.1% |
| 5Y | +200.5% | +37.1% | +163.4% | +168.6% |
| All | +281.4% | +140.2% | +141.1% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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