+3,049.8%
WMB vs ALB
+2,214.8%
+835.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -13.8% | +9.1% | -22.9% | -16.3% |
| 30D | -10.3% | -3.4% | -6.9% | -9.7% |
| 3M | -10.1% | -20.6% | +10.5% | -4.3% |
| 6M | -11.8% | -48.2% | +36.3% | +5.9% |
| YTD | +8.9% | -29.2% | +38.2% | +14.8% |
| 1Y | +14.0% | +10.0% | +4.0% | +2.7% |
| 3Y | +100.5% | -12.9% | +113.4% | +69.0% |
| 5Y | +179.5% | -61.3% | +240.8% | +191.2% |
| 10Y | +272.7% | +35.8% | +236.9% | +97.2% |
| All | +3,049.8% | +2,214.8% | +835.1% | +706.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling