+5,065.4%
WMB vs CRS
+6,376.2%
-1,310.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | +8.1% | +7.4% | +0.7% | +5.0% |
| 30D | -6.9% | -21.2% | +14.3% | +0.6% |
| 3M | -5.1% | -43.3% | +38.2% | +15.8% |
| 6M | -5.7% | -29.4% | +23.7% | +4.0% |
| YTD | +18.1% | -4.7% | +22.7% | +13.4% |
| 1Y | +18.4% | -9.6% | +28.0% | +15.8% |
| 3Y | +122.7% | +355.5% | -232.7% | +2.4% |
| 5Y | +202.0% | +826.6% | -624.5% | -5.5% |
| 10Y | +283.8% | +846.1% | -562.3% | -1.8% |
| All | +5,065.4% | +6,376.2% | -1,310.7% | +396.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling