+101.1%
WMB vs CL
+41.3%
+59.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | -14.2% | +5.9% | -20.1% | -14.3% |
| 30D | -11.2% | +13.8% | -25.0% | -11.7% |
| 3M | -9.9% | +6.4% | -16.3% | -10.0% |
| 6M | -14.4% | +15.6% | -30.0% | -14.8% |
| YTD | +9.2% | +27.9% | -18.7% | +8.0% |
| 1Y | +15.1% | +31.4% | -16.3% | +13.6% |
| All | +101.1% | +41.3% | +59.8% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling