+1,980.9%
CLS vs WMB
+200.5%
+1,780.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.0% |
| 7D | +16.3% | +7.8% | +8.5% | +10.5% |
| 30D | -25.7% | -5.1% | -20.6% | -22.2% |
| 3M | -30.9% | -4.7% | -26.1% | -28.1% |
| 6M | -35.5% | -7.4% | -28.1% | -32.5% |
| YTD | -18.7% | +17.5% | -36.2% | -29.1% |
| 1Y | -17.9% | +19.5% | -37.4% | -29.3% |
| 3Y | +838.1% | +121.3% | +716.8% | +469.3% |
| All | +1,980.9% | +200.5% | +1,780.3% | +909.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling