+4,679.4%
WMB vs CL
+5,456.9%
-777.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | -14.2% | +5.9% | -20.1% | -16.2% |
| 30D | -11.2% | +13.8% | -25.0% | -15.7% |
| 3M | -9.9% | +6.4% | -16.3% | -12.4% |
| 6M | -14.4% | +15.6% | -30.0% | -19.6% |
| YTD | +9.2% | +27.9% | -18.7% | -1.8% |
| 1Y | +15.1% | +31.4% | -16.3% | +2.2% |
| 3Y | +99.2% | +41.4% | +57.8% | +68.9% |
| 5Y | +180.2% | +42.8% | +137.5% | +134.0% |
| 10Y | +273.7% | +79.7% | +194.1% | +178.1% |
| All | +4,679.4% | +5,456.9% | -777.5% | +988.4% |
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