+180.3%
WMB vs CTAS
+109.9%
+70.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | -13.8% | +1.2% | -15.0% | -14.1% |
| 30D | -10.3% | +12.8% | -23.1% | -13.2% |
| 3M | -10.1% | +10.3% | -20.3% | -12.5% |
| 6M | -11.8% | +32.0% | -43.8% | -19.0% |
| YTD | +8.9% | +19.1% | -10.2% | +3.0% |
| 1Y | +14.0% | +21.5% | -7.5% | +7.0% |
| 3Y | +100.5% | +76.0% | +24.5% | +64.6% |
| All | +180.3% | +109.9% | +70.3% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling