+280.9%
WMB vs CMS
+137.8%
+143.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +1.6% | -1.1% | +2.7% | +1.9% |
| 30D | -7.1% | +6.6% | -13.6% | -9.1% |
| 3M | -4.0% | +0.8% | -4.8% | -4.4% |
| 6M | -5.7% | -3.3% | -2.4% | -4.9% |
| YTD | +17.2% | +2.7% | +14.5% | +15.9% |
| 1Y | +17.2% | -4.0% | +21.2% | +18.4% |
| 3Y | +121.1% | +37.6% | +83.5% | +97.9% |
| 5Y | +197.2% | +35.4% | +161.7% | +166.7% |
| 10Y | +280.9% | +136.0% | +144.9% | +247.3% |
| All | +280.9% | +137.8% | +143.2% | +247.3% |
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