+303.7%
WMB vs CNH
+165.6%
+138.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.2% |
| 7D | +0.6% | +23.3% | -22.7% | -6.2% |
| 30D | +3.3% | +33.5% | -30.2% | -6.6% |
| 3M | +3.1% | +32.7% | -29.6% | -7.3% |
| 6M | -0.7% | +22.2% | -22.9% | -9.1% |
| YTD | +25.2% | +57.7% | -32.5% | +3.9% |
| 1Y | +32.9% | +28.0% | +4.9% | +18.2% |
| 3Y | +140.6% | +11.5% | +129.0% | +115.6% |
| 5Y | +273.5% | +11.9% | +261.6% | +217.2% |
| All | +303.7% | +165.6% | +138.0% | +104.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling