+116.4%
WMB vs CMS
+39.1%
+77.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.7% |
| 3M | -5.4% | +1.9% | -7.3% | -6.2% |
| 6M | -4.9% | -2.3% | -2.5% | -4.2% |
| YTD | +14.7% | +3.0% | +11.7% | +13.5% |
| 1Y | +14.7% | -2.8% | +17.5% | +15.6% |
| 3Y | +116.4% | +37.9% | +78.5% | +93.8% |
| All | +116.4% | +39.1% | +77.2% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling