+5,376.0%
WMB vs CMS
+457.8%
+4,918.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | +3.3% | -3.6% | +6.9% | +5.0% |
| 3M | +3.1% | -1.9% | +5.0% | +3.9% |
| 6M | -0.7% | -11.0% | +10.3% | +4.5% |
| YTD | +25.2% | +0.2% | +25.0% | +24.7% |
| 1Y | +32.9% | -1.3% | +34.2% | +33.1% |
| 3Y | +140.6% | +35.9% | +104.6% | +105.5% |
| 5Y | +273.5% | +23.1% | +250.4% | +229.7% |
| 10Y | +334.2% | +117.9% | +216.3% | +177.8% |
| All | +5,376.0% | +457.8% | +4,918.2% | +1,872.6% |
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