+2,277.8%
CLS vs WMB
+646.5%
+1,631.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.7% | +4.2% | +6.9% |
| 7D | -10.6% | -6.7% | -3.9% | -8.6% |
| 30D | -38.4% | -8.6% | -29.9% | -36.7% |
| 3M | -29.9% | -4.9% | -24.9% | -28.7% |
| 6M | -40.6% | -6.3% | -34.3% | -39.7% |
| YTD | -24.6% | +13.0% | -37.6% | -27.1% |
| 1Y | -30.8% | +14.9% | -45.7% | -33.3% |
| 3Y | +811.7% | +113.4% | +698.4% | +658.0% |
| 5Y | +1,838.4% | +190.2% | +1,648.3% | +1,392.6% |
| 10Y | +1,751.5% | +259.9% | +1,491.6% | +1,223.4% |
| All | +2,277.8% | +646.5% | +1,631.3% | +1,000.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling