+259.9%
WMB vs ALB
+38.2%
+221.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -6.7% | +9.5% | -16.1% | -8.1% |
| 30D | -8.6% | -2.1% | -6.4% | -8.4% |
| 3M | -4.9% | -24.1% | +19.2% | -1.1% |
| 6M | -6.3% | -51.0% | +44.7% | +4.0% |
| YTD | +13.0% | -29.3% | +42.3% | +16.1% |
| 1Y | +14.9% | +3.2% | +11.8% | +9.8% |
| 3Y | +113.4% | -9.3% | +122.7% | +94.3% |
| 5Y | +190.2% | -61.6% | +251.8% | +210.4% |
| 10Y | +259.9% | +40.8% | +219.1% | +134.6% |
| All | +259.9% | +38.2% | +221.6% | +134.6% |
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