+32.9%
WMB vs CNH
+29.2%
+3.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | +0.3% |
| 7D | +0.6% | +23.3% | -22.7% | +1.3% |
| 30D | +3.3% | +33.5% | -30.2% | +4.4% |
| 3M | +3.1% | +32.7% | -29.6% | +4.2% |
| 6M | -0.7% | +22.2% | -22.9% | -0.3% |
| YTD | +25.2% | +57.7% | -32.5% | +28.1% |
| 1Y | +32.9% | +28.0% | +4.9% | +35.1% |
| All | +32.9% | +29.2% | +3.6% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling