+283.3%
WMB vs CTAS
+817.6%
-534.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +8.1% | +0.5% | +7.6% | +7.9% |
| 30D | -6.9% | +10.2% | -17.1% | -11.1% |
| 3M | -5.1% | +12.1% | -17.2% | -10.3% |
| 6M | -5.7% | +38.3% | -44.0% | -19.7% |
| YTD | +18.1% | +21.9% | -3.8% | +6.0% |
| 1Y | +18.4% | +24.0% | -5.6% | +5.3% |
| 3Y | +122.7% | +75.1% | +47.6% | +62.7% |
| 5Y | +202.0% | +116.9% | +85.1% | +93.3% |
| All | +283.3% | +817.6% | -534.3% | +47.3% |
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