+249.2%
WMB vs ALC
+30.3%
+218.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +1.9% |
| 7D | -6.9% | +2.3% | -9.2% | -7.7% |
| 30D | -7.2% | +15.5% | -22.7% | -11.7% |
| 3M | -5.4% | +0.6% | -6.0% | -6.1% |
| 6M | -4.9% | +18.4% | -23.3% | -10.8% |
| YTD | +14.7% | -5.6% | +20.3% | +15.1% |
| 1Y | +14.7% | 0.0% | +14.7% | +12.5% |
| 3Y | +116.4% | +2.8% | +113.6% | +102.5% |
| 5Y | +198.5% | -8.8% | +207.3% | +187.2% |
| All | +249.2% | +30.3% | +218.9% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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