+280.4%
WMB vs CL
+84.9%
+195.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.6% | -0.8% | +2.3% | +1.8% |
| 30D | -7.1% | +9.5% | -16.6% | -9.6% |
| 3M | -4.0% | +6.8% | -10.8% | -6.0% |
| 6M | -5.7% | +14.3% | -20.0% | -9.7% |
| YTD | +17.2% | +27.0% | -9.8% | +8.3% |
| 1Y | +17.2% | +26.3% | -9.1% | +8.4% |
| 3Y | +121.1% | +39.3% | +81.8% | +93.3% |
| 5Y | +197.2% | +41.5% | +155.7% | +155.1% |
| All | +280.4% | +84.9% | +195.5% | +195.7% |
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