+174.6%
ARM vs WMB
+107.6%
+67.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.9% |
| 7D | -15.2% | -13.8% | -1.4% | -9.3% |
| 30D | -40.7% | -10.3% | -30.4% | -37.6% |
| 3M | -39.1% | -10.1% | -29.0% | -36.0% |
| 6M | -26.4% | -11.8% | -14.6% | -23.0% |
| YTD | +59.7% | +8.9% | +50.8% | +45.7% |
| 1Y | +10.3% | +14.0% | -3.6% | -2.4% |
| 3Y | +228.9% | +100.5% | +128.3% | +111.1% |
| All | +174.6% | +107.6% | +67.0% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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