+37.1%
CTSH vs WMB
+278.0%
-240.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.4% |
| 7D | -2.1% | +1.6% | -3.6% | -2.5% |
| 30D | +8.0% | -7.1% | +15.0% | +9.4% |
| 3M | +10.6% | -4.0% | +14.6% | +10.8% |
| 6M | +32.5% | -5.7% | +38.2% | +32.7% |
| YTD | -21.0% | +17.2% | -38.1% | -26.2% |
| 1Y | -9.9% | +17.2% | -27.1% | -16.0% |
| 3Y | +3.1% | +121.1% | -117.9% | -22.5% |
| 5Y | -13.4% | +197.2% | -210.6% | -41.1% |
| 10Y | +37.1% | +280.9% | -243.8% | -19.1% |
| All | +37.1% | +278.0% | -240.9% | -19.1% |
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