+259.9%
WMB vs CTAS
+848.9%
-589.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | -6.7% | -0.7% | -5.9% | -6.4% |
| 30D | -8.6% | +10.3% | -18.8% | -12.8% |
| 3M | -4.9% | +10.2% | -15.1% | -9.4% |
| 6M | -6.3% | +34.4% | -40.7% | -19.2% |
| YTD | +13.0% | +19.6% | -6.6% | +2.3% |
| 1Y | +14.9% | +21.8% | -6.9% | +3.0% |
| 3Y | +113.4% | +74.1% | +39.3% | +56.1% |
| 5Y | +190.2% | +114.0% | +76.1% | +86.6% |
| 10Y | +259.9% | +813.9% | -554.1% | +43.1% |
| All | +259.9% | +848.9% | -589.0% | +43.1% |
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