+35.8%
CTSH vs WMB
+267.1%
-231.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.7% |
| 7D | -0.6% | -13.8% | +13.2% | +2.9% |
| 30D | +13.4% | -10.3% | +23.7% | +15.9% |
| 3M | +14.4% | -10.1% | +24.5% | +16.5% |
| 6M | +27.7% | -11.8% | +39.6% | +30.0% |
| YTD | -20.6% | +8.9% | -29.6% | -24.5% |
| 1Y | -9.1% | +14.0% | -23.1% | -14.9% |
| 3Y | +3.1% | +100.5% | -97.4% | -20.3% |
| 5Y | -11.8% | +179.5% | -191.3% | -38.9% |
| All | +35.8% | +267.1% | -231.3% | -16.6% |
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