+4,666.7%
WMB vs CMS
+463.7%
+4,203.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.7% |
| 7D | -13.8% | -1.3% | -12.5% | -13.4% |
| 30D | -10.3% | +6.3% | -16.6% | -13.0% |
| 3M | -10.1% | -2.1% | -8.0% | -9.4% |
| 6M | -11.8% | -5.1% | -6.8% | -10.1% |
| YTD | +8.9% | +1.3% | +7.7% | +7.8% |
| 1Y | +14.0% | -1.4% | +15.4% | +14.1% |
| 3Y | +100.5% | +36.9% | +63.6% | +70.6% |
| 5Y | +179.5% | +32.5% | +147.0% | +138.3% |
| 10Y | +272.7% | +126.8% | +146.0% | +133.6% |
| All | +4,666.7% | +463.7% | +4,203.0% | +1,604.9% |
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