+122.4%
WMB vs CRL
+99.6%
+22.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +8.1% | +8.9% | -0.8% | +7.7% |
| 30D | -6.9% | +14.0% | -20.9% | -7.2% |
| 3M | -5.1% | +19.8% | -24.9% | -5.6% |
| 6M | -5.7% | +102.0% | -107.7% | -7.8% |
| YTD | +18.1% | +70.8% | -52.8% | +16.0% |
| 1Y | +18.4% | +98.7% | -80.3% | +15.1% |
| All | +122.4% | +99.6% | +22.8% | +105.7% |
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