+45.9%
CSCO vs WMB
+22.7%
+23.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +2.3% |
| 7D | -6.1% | -8.6% | +2.6% | -3.8% |
| 30D | -8.2% | -4.2% | -4.0% | -7.1% |
| 3M | -14.6% | -4.4% | -10.1% | -13.5% |
| 6M | +12.7% | -8.7% | +21.4% | +14.6% |
| YTD | +37.0% | +15.4% | +21.6% | +39.8% |
| 1Y | +45.9% | +23.7% | +22.2% | +50.8% |
| All | +45.9% | +22.7% | +23.2% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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