+4,666.7%
WMB vs CL
+5,337.0%
-670.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.5% |
| 7D | -13.8% | +1.3% | -15.1% | -14.4% |
| 30D | -10.3% | +11.4% | -21.7% | -14.2% |
| 3M | -10.1% | +4.4% | -14.5% | -11.9% |
| 6M | -11.8% | +10.8% | -22.6% | -15.9% |
| YTD | +8.9% | +25.1% | -16.2% | -1.3% |
| 1Y | +14.0% | +28.0% | -14.0% | +2.3% |
| 3Y | +100.5% | +37.6% | +62.9% | +71.7% |
| 5Y | +179.5% | +39.7% | +139.8% | +135.2% |
| 10Y | +272.7% | +75.8% | +197.0% | +179.6% |
| All | +4,666.7% | +5,337.0% | -670.2% | +994.2% |
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