-10.9%
CTSH vs WMB
+275.1%
-286.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | +12.4% | +3.3% | +9.1% | +11.6% |
| 3M | +17.4% | +3.1% | +14.2% | +16.2% |
| 6M | -3.1% | -0.7% | -2.4% | -3.5% |
| YTD | -23.6% | +25.2% | -48.7% | -28.8% |
| 1Y | -10.8% | +32.9% | -43.7% | -18.7% |
| 3Y | -8.3% | +140.6% | -148.9% | -33.9% |
| All | -10.9% | +275.1% | -286.0% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling