+285.3%
WMB vs CRS
+1,394.1%
-1,108.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.5% | +5.8% | +2.8% |
| 7D | +0.8% | -3.1% | +3.9% | +1.3% |
| 30D | +7.7% | -19.6% | +27.3% | +11.4% |
| 3M | +6.7% | -8.1% | +14.8% | +7.5% |
| 6M | +3.6% | +18.6% | -14.9% | -0.6% |
| YTD | +28.0% | +45.9% | -17.9% | +17.8% |
| 1Y | +37.6% | +82.5% | -44.9% | +20.3% |
| 3Y | +149.0% | +648.9% | -499.9% | +56.8% |
| 5Y | +285.3% | +1,438.1% | -1,152.8% | +97.0% |
| All | +285.3% | +1,394.1% | -1,108.8% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling