+200.8%
WMB vs CTAS
+115.9%
+85.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +7.8% | +2.0% | +5.8% | +7.3% |
| 30D | -5.1% | +8.7% | -13.8% | -7.2% |
| 3M | -4.7% | +13.3% | -18.0% | -7.9% |
| 6M | -7.4% | +39.4% | -46.8% | -16.2% |
| YTD | +17.5% | +21.5% | -4.0% | +10.5% |
| 1Y | +19.5% | +21.9% | -2.4% | +12.2% |
| 3Y | +121.3% | +73.6% | +47.6% | +82.9% |
| All | +200.8% | +115.9% | +85.0% | +125.7% |
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