+1,751.5%
CLS vs WMB
+267.9%
+1,483.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.7% | +4.2% | +5.7% |
| 7D | -10.6% | -6.7% | -3.9% | -6.4% |
| 30D | -38.4% | -8.6% | -29.9% | -34.7% |
| 3M | -29.9% | -4.9% | -24.9% | -27.4% |
| 6M | -40.6% | -6.3% | -34.3% | -38.8% |
| YTD | -24.6% | +13.0% | -37.6% | -30.5% |
| 1Y | -30.8% | +14.9% | -45.7% | -36.7% |
| 3Y | +811.7% | +113.4% | +698.4% | +508.3% |
| 5Y | +1,838.4% | +190.2% | +1,648.3% | +992.4% |
| 10Y | +1,751.5% | +259.9% | +1,491.6% | +676.9% |
| All | +1,751.5% | +267.9% | +1,483.6% | +676.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling