+1,287.3%
WMB vs CNI
+6,783.7%
-5,496.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +7.8% | +2.5% | +5.3% | +6.3% |
| 30D | -5.1% | +6.1% | -11.2% | -8.6% |
| 3M | -4.7% | +0.1% | -4.9% | -5.3% |
| 6M | -7.4% | +14.9% | -22.3% | -15.4% |
| YTD | +17.5% | +30.9% | -13.4% | -1.8% |
| 1Y | +19.5% | +33.9% | -14.4% | -1.6% |
| 3Y | +121.3% | +20.2% | +101.1% | +88.6% |
| 5Y | +200.5% | +8.2% | +192.3% | +167.6% |
| 10Y | +281.9% | +142.2% | +139.7% | +100.6% |
| All | +1,287.3% | +6,783.7% | -5,496.4% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling