+296.4%
ARM vs WMB
+138.5%
+157.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +5.5% | +0.6% | +4.9% | +5.2% |
| 30D | -8.2% | +3.3% | -11.4% | -9.5% |
| 3M | -35.9% | +3.1% | -39.1% | -37.3% |
| 6M | +103.1% | -0.7% | +103.8% | +100.6% |
| YTD | +130.6% | +25.2% | +105.5% | +97.3% |
| 1Y | +86.1% | +32.9% | +53.2% | +51.9% |
| All | +296.4% | +138.5% | +157.9% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling