+27.9%
WMB vs CRS
+81.8%
-54.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -3.2% |
| 7D | -1.7% | -4.1% | +2.5% | -1.8% |
| 30D | +0.7% | -16.6% | +17.3% | +0.3% |
| 3M | +1.5% | -14.3% | +15.8% | +1.2% |
| 6M | +0.1% | +11.6% | -11.5% | +0.3% |
| YTD | +22.9% | +42.6% | -19.7% | +25.0% |
| 1Y | +27.9% | +81.8% | -54.0% | +36.9% |
| All | +27.9% | +81.8% | -54.0% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling