+285.0%
WMB vs CNI
+10.3%
+274.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | +4.6% | -2.1% | +6.7% | +5.2% |
| 3M | +5.7% | +1.8% | +3.9% | +4.9% |
| 6M | +4.2% | +14.8% | -10.6% | -0.9% |
| YTD | +26.8% | +25.4% | +1.5% | +16.7% |
| 1Y | +34.7% | +32.9% | +1.8% | +21.2% |
| 3Y | +146.8% | +20.2% | +126.6% | +124.8% |
| 5Y | +285.0% | +12.2% | +272.9% | +260.9% |
| All | +285.0% | +10.3% | +274.7% | +260.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling