+305.9%
WMB vs CNH
+64.7%
+241.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.3% |
| 7D | +0.6% | +23.3% | -22.7% | -6.9% |
| 30D | +3.3% | +33.5% | -30.2% | -7.5% |
| 3M | +3.1% | +32.7% | -29.6% | -8.3% |
| 6M | -0.7% | +22.2% | -22.9% | -10.0% |
| YTD | +25.2% | +57.7% | -32.5% | +2.3% |
| 1Y | +32.9% | +28.0% | +4.9% | +16.8% |
| 3Y | +140.6% | +11.5% | +129.0% | +112.7% |
| 5Y | +273.5% | +11.9% | +261.6% | +212.8% |
| 10Y | +334.2% | +162.8% | +171.4% | +115.4% |
| All | +305.9% | +64.7% | +241.3% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling