+13.0%
WMB vs ALC
+2.0%
+11.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | -6.7% | +2.1% | -8.7% | -6.3% |
| 30D | -8.6% | +17.2% | -25.8% | -8.0% |
| 3M | -4.9% | +4.6% | -9.6% | -3.9% |
| 6M | -6.3% | +20.1% | -26.4% | -6.0% |
| YTD | +13.0% | -4.2% | +17.2% | +13.7% |
| All | +13.0% | +2.0% | +11.0% | +14.0% |
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 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