+5,376.0%
WMB vs CL
+4,870.0%
+506.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | +0.6% | -2.2% | +2.8% | +1.4% |
| 30D | +3.3% | -4.8% | +8.1% | +5.2% |
| 3M | +3.1% | +4.9% | -1.8% | +0.9% |
| 6M | -0.7% | -5.7% | +5.0% | +0.8% |
| YTD | +25.2% | +14.4% | +10.8% | +17.8% |
| 1Y | +32.9% | +8.7% | +24.1% | +27.1% |
| 3Y | +140.6% | +30.0% | +110.6% | +111.1% |
| 5Y | +273.5% | +28.4% | +245.1% | +225.8% |
| 10Y | +334.2% | +50.1% | +284.1% | +247.5% |
| All | +5,376.0% | +4,870.0% | +506.1% | +1,206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling