+427.7%
WMB vs CRL
+1,630.9%
-1,203.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.1% | -2.8% |
| 7D | -13.8% | -6.1% | -7.7% | -12.1% |
| 30D | -10.3% | +12.4% | -22.7% | -13.9% |
| 3M | -10.1% | +27.1% | -37.2% | -17.5% |
| 6M | -11.8% | +85.7% | -97.6% | -29.7% |
| YTD | +8.9% | +69.2% | -60.3% | -12.3% |
| 1Y | +14.0% | +97.5% | -83.6% | -13.3% |
| 3Y | +100.5% | +86.1% | +14.4% | +41.4% |
| 5Y | +179.5% | -10.0% | +189.6% | +147.5% |
| 10Y | +272.7% | +395.0% | -122.2% | +49.5% |
| All | +427.7% | +1,630.9% | -1,203.2% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling