+23.7%
WMB vs CNI
+37.5%
-13.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.5% | -6.5% |
| 7D | -8.6% | +3.7% | -12.4% | -8.8% |
| 30D | -4.2% | +8.1% | -12.3% | -4.8% |
| 3M | -4.4% | +1.9% | -6.3% | -4.5% |
| 6M | -8.7% | +19.2% | -27.9% | -10.5% |
| YTD | +15.4% | +32.7% | -17.3% | +11.0% |
| 1Y | +23.7% | +37.0% | -13.3% | +17.8% |
| All | +23.7% | +37.5% | -13.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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