+313.2%
WMB vs CRS
+1,345.8%
-1,032.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +4.6% | -18.1% | +22.7% | +10.4% |
| 3M | +5.7% | -12.4% | +18.2% | +8.7% |
| 6M | +4.2% | +15.9% | -11.7% | -2.3% |
| YTD | +26.8% | +45.8% | -19.0% | +10.5% |
| 1Y | +34.7% | +87.8% | -53.1% | +6.7% |
| 3Y | +146.8% | +648.7% | -501.9% | +17.7% |
| 5Y | +285.0% | +1,416.6% | -1,131.6% | +33.9% |
| 10Y | +313.2% | +1,412.7% | -1,099.5% | +21.9% |
| All | +313.2% | +1,345.8% | -1,032.6% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling