+22.5%
CTSH vs WMB
+309.4%
-286.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.3% | -6.1% | -4.4% |
| 7D | -5.5% | +0.8% | -6.3% | -5.7% |
| 30D | +4.5% | +7.7% | -3.2% | +2.3% |
| 3M | +13.7% | +6.7% | +7.0% | +11.2% |
| 6M | -8.4% | +3.6% | -12.0% | -10.1% |
| YTD | -26.5% | +28.0% | -54.5% | -32.5% |
| 1Y | -13.9% | +37.6% | -51.5% | -22.8% |
| 3Y | -11.3% | +149.0% | -160.4% | -34.9% |
| 5Y | -14.8% | +285.3% | -300.2% | -45.6% |
| 10Y | +22.5% | +302.1% | -279.5% | -29.3% |
| All | +22.5% | +309.4% | -286.9% | -29.3% |
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