+190.2%
WMB vs CL
+41.6%
+148.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.5% |
| 7D | -6.7% | +0.5% | -7.2% | -6.7% |
| 30D | -8.6% | +11.6% | -20.1% | -10.0% |
| 3M | -4.9% | +5.6% | -10.5% | -5.7% |
| 6M | -6.3% | +13.2% | -19.5% | -8.1% |
| YTD | +13.0% | +26.9% | -13.9% | +8.6% |
| 1Y | +14.9% | +27.3% | -12.4% | +10.4% |
| 3Y | +113.4% | +39.7% | +73.7% | +95.6% |
| 5Y | +190.2% | +41.3% | +148.8% | +153.7% |
| All | +190.2% | +41.6% | +148.5% | +153.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling