+35,575.5%
CTSH vs WMB
+677.4%
+34,898.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.7% |
| 7D | -0.6% | -13.8% | +13.2% | +2.1% |
| 30D | +13.4% | -10.3% | +23.7% | +15.3% |
| 3M | +14.4% | -10.1% | +24.5% | +16.1% |
| 6M | +27.7% | -11.8% | +39.6% | +29.5% |
| YTD | -20.6% | +8.9% | -29.6% | -23.0% |
| 1Y | -9.1% | +14.0% | -23.1% | -12.7% |
| 3Y | +3.1% | +100.5% | -97.4% | -12.0% |
| 5Y | -11.8% | +179.5% | -191.3% | -29.6% |
| 10Y | +42.7% | +272.7% | -230.0% | +3.9% |
| All | +35,575.5% | +677.4% | +34,898.0% | +16,970.4% |
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