+214.2%
ARM vs WMB
+125.0%
+89.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.1% |
| 7D | +19.8% | +8.1% | +11.8% | +15.7% |
| 30D | -21.8% | -6.9% | -14.9% | -19.2% |
| 3M | -26.5% | -5.1% | -21.4% | -24.8% |
| 6M | -3.9% | -5.7% | +1.8% | -2.4% |
| YTD | +82.8% | +18.1% | +64.7% | +60.7% |
| 1Y | +34.3% | +18.4% | +15.9% | +17.7% |
| 3Y | +282.2% | +122.7% | +159.5% | +131.2% |
| All | +214.2% | +125.0% | +89.2% | +88.7% |
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