+202.0%
WMB vs CNH
-16.3%
+218.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +4.9% | +1.4% |
| 7D | +8.1% | +6.4% | +1.7% | +6.9% |
| 30D | -6.9% | -1.6% | -5.2% | -6.8% |
| 3M | -5.1% | +11.6% | -16.7% | -7.4% |
| 6M | -5.7% | +12.5% | -18.2% | -8.6% |
| YTD | +18.1% | +31.1% | -13.0% | +10.1% |
| 1Y | +18.4% | +17.0% | +1.4% | +12.9% |
| 3Y | +122.7% | +28.7% | +94.0% | +99.2% |
| 5Y | +202.0% | -17.4% | +219.4% | +194.5% |
| All | +202.0% | -16.3% | +218.3% | +194.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling