+5,376.0%
WMB vs CTAS
+23,129.2%
-17,753.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.6% | -1.8% | +2.4% | +1.2% |
| 30D | +3.3% | -0.2% | +3.5% | +3.3% |
| 3M | +3.1% | +11.7% | -8.6% | -1.5% |
| 6M | -0.7% | +0.7% | -1.4% | -1.9% |
| YTD | +25.2% | +7.4% | +17.8% | +20.7% |
| 1Y | +32.9% | -2.1% | +35.0% | +32.2% |
| 3Y | +140.6% | +62.9% | +77.6% | +96.7% |
| 5Y | +273.5% | +111.9% | +161.6% | +174.0% |
| 10Y | +334.2% | +652.2% | -318.0% | +103.3% |
| All | +5,376.0% | +23,129.2% | -17,753.2% | +1,097.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling