+214.0%
ARM vs WMB
+98.2%
+115.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.3% | -7.8% | -10.7% |
| 7D | -27.1% | -14.2% | -12.9% | -22.1% |
| 30D | -44.9% | -11.2% | -33.7% | -41.9% |
| 3M | -39.3% | -9.9% | -29.4% | -36.4% |
| 6M | -20.2% | -14.4% | -5.8% | -15.6% |
| YTD | +52.5% | +9.2% | +43.3% | +39.4% |
| 1Y | +4.1% | +15.1% | -11.0% | -8.1% |
| All | +214.0% | +98.2% | +115.7% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling