+5,376.0%
WMB vs CRS
+10,171.0%
-4,795.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.5% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +3.3% | -16.6% | +19.9% | +10.4% |
| 3M | +3.1% | -3.5% | +6.6% | +3.1% |
| 6M | -0.7% | +15.4% | -16.1% | -8.9% |
| YTD | +25.2% | +51.2% | -26.0% | +2.4% |
| 1Y | +32.9% | +98.3% | -65.4% | -5.1% |
| 3Y | +140.6% | +651.5% | -511.0% | -7.9% |
| 5Y | +273.5% | +1,411.1% | -1,137.7% | -2.1% |
| 10Y | +334.2% | +1,424.3% | -1,090.1% | -7.3% |
| All | +5,376.0% | +10,171.0% | -4,795.0% | +348.5% |
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