+280.9%
WMB vs CNH
+113.9%
+167.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.6% |
| 7D | +1.6% | +6.7% | -5.1% | -0.6% |
| 30D | -7.1% | +7.2% | -14.3% | -9.4% |
| 3M | -4.0% | +17.5% | -21.5% | -10.1% |
| 6M | -5.7% | +15.0% | -20.7% | -12.2% |
| YTD | +17.2% | +36.8% | -19.6% | +1.2% |
| 1Y | +17.2% | +27.6% | -10.4% | +3.5% |
| 3Y | +121.1% | +34.3% | +86.7% | +80.1% |
| 5Y | +197.2% | -12.2% | +209.4% | +176.0% |
| 10Y | +280.9% | +113.9% | +167.1% | +118.1% |
| All | +280.9% | +113.9% | +167.1% | +118.1% |
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 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