+142.3%
WMB vs CRL
+38.0%
+104.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | +0.6% | -1.0% | +1.6% | +0.6% |
| 30D | +3.3% | +10.7% | -7.4% | +2.8% |
| 3M | +3.1% | +55.3% | -52.2% | +1.3% |
| 6M | -0.7% | +60.7% | -61.4% | -2.7% |
| YTD | +25.2% | +44.6% | -19.5% | +23.1% |
| 1Y | +32.9% | +77.7% | -44.9% | +28.3% |
| All | +142.3% | +38.0% | +104.3% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling