+14.0%
WMB vs ALC
+2.0%
+12.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.4% |
| 7D | -13.8% | +4.9% | -18.7% | -13.4% |
| 30D | -10.3% | +19.0% | -29.3% | -9.8% |
| 3M | -10.1% | +7.8% | -17.8% | -9.1% |
| 6M | -11.8% | +14.6% | -26.4% | -11.3% |
| YTD | +8.9% | -4.4% | +13.4% | +9.7% |
| 1Y | +14.0% | +1.4% | +12.6% | +16.1% |
| All | +14.0% | +2.0% | +12.0% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling