+199.6%
ARM vs WMB
+123.8%
+75.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.4% |
| 7D | +9.1% | +7.8% | +1.3% | +5.5% |
| 30D | -19.9% | -5.1% | -14.9% | -18.0% |
| 3M | -31.6% | -4.7% | -26.9% | -30.1% |
| 6M | -13.9% | -7.4% | -6.5% | -11.7% |
| YTD | +74.3% | +17.5% | +56.8% | +53.7% |
| 1Y | +35.8% | +19.5% | +16.3% | +18.2% |
| 3Y | +268.6% | +121.3% | +147.3% | +123.8% |
| All | +199.6% | +123.8% | +75.8% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling