+244.0%
WMB vs ALC
+32.2%
+211.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -6.7% | +2.1% | -8.7% | -7.4% |
| 30D | -8.6% | +17.2% | -25.8% | -13.3% |
| 3M | -4.9% | +4.6% | -9.6% | -6.7% |
| 6M | -6.3% | +20.1% | -26.4% | -12.5% |
| YTD | +13.0% | -4.2% | +17.2% | +12.9% |
| 1Y | +14.9% | +2.1% | +12.8% | +12.0% |
| 3Y | +113.4% | +4.5% | +108.9% | +98.7% |
| 5Y | +190.2% | -12.3% | +202.5% | +185.8% |
| All | +244.0% | +32.2% | +211.8% | +152.1% |
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