+1.0%
WM vs LNG
+18.2%
-17.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.3% |
| 7D | -0.9% | -6.2% | +5.3% | +0.1% |
| 30D | -4.3% | +8.0% | -12.3% | -5.7% |
| 3M | +0.8% | +16.9% | -16.2% | -2.1% |
| 6M | -10.8% | +8.7% | -19.4% | -13.1% |
| YTD | -0.1% | +43.0% | -43.1% | -7.8% |
| 1Y | +1.0% | +19.4% | -18.4% | -2.3% |
| All | +1.0% | +18.2% | -17.2% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 1y: compounded portfolio wealth divided by compounded LNG 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…
1y analysis · Full analysis span regression · 6 months rolling