+4,679.4%
WMB vs CMS
+475.9%
+4,203.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.1% |
| 7D | -14.2% | +1.7% | -15.9% | -14.9% |
| 30D | -11.2% | +8.6% | -19.9% | -14.7% |
| 3M | -9.9% | -0.5% | -9.4% | -9.9% |
| 6M | -14.4% | -4.2% | -10.2% | -13.0% |
| YTD | +9.2% | +3.4% | +5.8% | +7.0% |
| 1Y | +15.1% | +0.4% | +14.6% | +14.2% |
| 3Y | +99.2% | +38.2% | +61.0% | +68.8% |
| 5Y | +180.2% | +35.4% | +144.8% | +136.6% |
| 10Y | +273.7% | +131.7% | +142.1% | +131.9% |
| All | +4,679.4% | +475.9% | +4,203.5% | +1,592.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling