+266.3%
WMB vs ALB
+34.3%
+232.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +2.2% |
| 7D | -6.9% | +5.3% | -12.2% | -7.8% |
| 30D | -7.2% | -6.3% | -0.9% | -6.4% |
| 3M | -5.4% | -27.4% | +22.0% | -1.0% |
| 6M | -4.9% | -53.1% | +48.2% | +6.3% |
| YTD | +14.7% | -32.3% | +47.0% | +18.6% |
| 1Y | +14.7% | -7.3% | +22.0% | +11.6% |
| 3Y | +116.4% | -14.9% | +131.3% | +99.3% |
| 5Y | +198.5% | -62.0% | +260.6% | +218.6% |
| 10Y | +266.3% | +33.0% | +233.3% | +139.3% |
| All | +266.3% | +34.3% | +232.0% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling