+66.6%
CSCO vs WMB
+36.5%
+30.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.5% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | -10.1% | +7.7% | -17.8% | -11.6% |
| 3M | -11.7% | +6.7% | -18.4% | -13.7% |
| 6M | +40.1% | +3.6% | +36.5% | +38.5% |
| YTD | +43.8% | +28.0% | +15.8% | +38.6% |
| 1Y | +66.6% | +37.6% | +29.0% | +60.0% |
| All | +66.6% | +36.5% | +30.1% | +60.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling