+266.3%
WMB vs CMS
+134.3%
+132.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -6.9% | +0.5% | -7.4% | -7.1% |
| 30D | -7.2% | +7.4% | -14.6% | -9.4% |
| 3M | -5.4% | +1.9% | -7.3% | -6.1% |
| 6M | -4.9% | -2.3% | -2.5% | -4.3% |
| YTD | +14.7% | +3.0% | +11.7% | +13.3% |
| 1Y | +14.7% | -2.8% | +17.5% | +15.4% |
| 3Y | +116.4% | +37.9% | +78.5% | +93.6% |
| 5Y | +198.5% | +34.0% | +164.6% | +168.7% |
| 10Y | +266.3% | +138.1% | +128.2% | +236.3% |
| All | +266.3% | +134.3% | +132.0% | +236.3% |
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