+189,363.8%
CSCO vs WMB
+5,577.2%
+183,786.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -10.2% | -13.8% | +3.6% | -7.6% |
| 30D | -20.1% | -10.3% | -9.7% | -18.4% |
| 3M | -22.4% | -10.1% | -12.3% | -20.9% |
| 6M | +2.8% | -11.8% | +14.6% | +5.1% |
| YTD | +23.6% | +8.9% | +14.7% | +21.3% |
| 1Y | +34.0% | +14.0% | +20.1% | +30.3% |
| 3Y | +89.3% | +100.5% | -11.3% | +64.7% |
| 5Y | +87.9% | +179.5% | -91.7% | +52.8% |
| 10Y | +314.9% | +272.7% | +42.2% | +208.8% |
| All | +189,363.8% | +5,577.2% | +183,786.6% | +47,915.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling