+280.4%
WMB vs CTAS
+816.6%
-536.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.8% |
| 7D | +1.6% | -0.8% | +2.3% | +1.9% |
| 30D | -7.1% | +10.7% | -17.8% | -11.5% |
| 3M | -4.0% | +11.0% | -15.0% | -8.8% |
| 6M | -5.7% | +38.7% | -44.5% | -19.9% |
| YTD | +17.2% | +21.8% | -4.6% | +5.2% |
| 1Y | +17.2% | +23.6% | -6.4% | +4.4% |
| 3Y | +121.1% | +74.9% | +46.1% | +61.5% |
| 5Y | +197.2% | +119.5% | +77.7% | +88.9% |
| All | +280.4% | +816.6% | -536.2% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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