+198.5%
WMB vs CRS
+837.7%
-639.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.9% |
| 7D | -6.9% | +0.2% | -7.1% | -7.0% |
| 30D | -7.2% | -22.9% | +15.7% | -3.8% |
| 3M | -5.4% | -46.8% | +41.4% | +3.7% |
| 6M | -4.9% | -30.4% | +25.6% | -0.7% |
| YTD | +14.7% | -5.4% | +20.1% | +12.5% |
| 1Y | +14.7% | -9.0% | +23.7% | +13.2% |
| 3Y | +116.4% | +352.2% | -235.8% | +48.9% |
| 5Y | +198.5% | +852.2% | -653.7% | +70.6% |
| All | +198.5% | +837.7% | -639.2% | +70.6% |
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