+319.3%
CSCO vs WMB
+270.0%
+49.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | -4.7% | -6.9% | +2.2% | -2.6% |
| 30D | -17.1% | -7.2% | -9.9% | -15.3% |
| 3M | -19.6% | -5.4% | -14.2% | -18.4% |
| 6M | +2.4% | -4.9% | +7.3% | +3.6% |
| YTD | +29.8% | +14.7% | +15.1% | +23.9% |
| 1Y | +38.7% | +14.7% | +24.0% | +32.2% |
| 3Y | +101.3% | +116.4% | -15.0% | +56.8% |
| 5Y | +94.8% | +198.5% | -103.7% | +36.3% |
| All | +319.3% | +270.0% | +49.3% | +164.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling