+3,010.2%
WM vs LNG
+1,178.8%
+1,831.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -0.3% | +3.4% | -3.7% | -0.4% |
| 30D | -2.4% | +14.9% | -17.2% | -2.8% |
| 3M | +0.4% | +21.4% | -21.0% | -0.2% |
| 6M | -9.5% | +17.8% | -27.3% | -10.0% |
| YTD | +0.5% | +51.3% | -50.8% | -0.8% |
| 1Y | -1.1% | +24.4% | -25.5% | -1.8% |
| 3Y | +46.0% | +79.7% | -33.6% | +43.2% |
| 5Y | +51.8% | +241.3% | -189.5% | +45.8% |
| 10Y | +307.5% | +603.1% | -295.6% | +281.7% |
| All | +3,010.2% | +1,178.8% | +1,831.3% | +2,364.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling