+281.4%
WMB vs CL
+88.0%
+193.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.0% |
| 7D | +7.8% | +3.2% | +4.6% | +6.9% |
| 30D | -5.1% | +8.0% | -13.1% | -7.3% |
| 3M | -4.7% | +7.9% | -12.6% | -6.9% |
| 6M | -7.4% | +14.7% | -22.1% | -11.4% |
| YTD | +17.5% | +29.2% | -11.7% | +8.1% |
| 1Y | +19.5% | +29.5% | -10.1% | +9.7% |
| 3Y | +121.3% | +40.7% | +80.6% | +93.2% |
| 5Y | +200.5% | +43.9% | +156.7% | +156.9% |
| All | +281.4% | +88.0% | +193.3% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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