+302.1%
WMB vs CTAS
+658.8%
-356.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +7.7% | -1.0% | +8.7% | +8.1% |
| 3M | +6.7% | +15.8% | -9.1% | -1.1% |
| 6M | +3.6% | -1.0% | +4.6% | +3.0% |
| YTD | +28.0% | +7.4% | +20.6% | +22.0% |
| 1Y | +37.6% | -0.1% | +37.7% | +35.6% |
| 3Y | +149.0% | +66.3% | +82.7% | +85.4% |
| 5Y | +285.3% | +111.0% | +174.3% | +147.0% |
| 10Y | +302.1% | +662.9% | -360.8% | +49.4% |
| All | +302.1% | +658.8% | -356.8% | +49.4% |
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