+3,269.5%
CLS vs WMB
+275.1%
+2,994.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +4.6% | +0.6% | +4.0% | +4.1% |
| 30D | -13.9% | +3.3% | -17.2% | -16.2% |
| 3M | -26.6% | +3.1% | -29.7% | -29.1% |
| 6M | +15.4% | -0.7% | +16.1% | +13.7% |
| YTD | +5.7% | +25.2% | -19.5% | -12.6% |
| 1Y | +41.1% | +32.9% | +8.3% | +10.4% |
| 3Y | +1,228.6% | +140.6% | +1,088.0% | +653.8% |
| All | +3,269.5% | +275.1% | +2,994.4% | +1,254.0% |
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