+5,026.7%
WMB vs CL
+5,418.0%
-391.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.6% | -0.8% | +2.3% | +1.9% |
| 30D | -7.1% | +9.5% | -16.6% | -10.5% |
| 3M | -4.0% | +6.8% | -10.8% | -6.8% |
| 6M | -5.7% | +14.3% | -20.0% | -11.1% |
| YTD | +17.2% | +27.0% | -9.8% | +5.6% |
| 1Y | +17.2% | +26.3% | -9.1% | +5.7% |
| 3Y | +121.1% | +39.3% | +81.8% | +88.5% |
| 5Y | +197.2% | +41.5% | +155.7% | +149.0% |
| 10Y | +280.9% | +84.1% | +196.8% | +180.9% |
| All | +5,026.7% | +5,418.0% | -391.3% | +1,070.6% |
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