+202.0%
WMB vs ALC
-9.8%
+211.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.9% |
| 7D | +8.1% | -6.2% | +14.2% | +9.1% |
| 30D | -6.9% | +14.0% | -20.9% | -9.3% |
| 3M | -5.1% | -2.4% | -2.7% | -4.9% |
| 6M | -5.7% | +12.6% | -18.3% | -8.3% |
| YTD | +18.1% | -8.4% | +26.5% | +19.2% |
| 1Y | +18.4% | -9.1% | +27.5% | +19.6% |
| 3Y | +122.7% | -0.3% | +123.0% | +115.6% |
| 5Y | +202.0% | -9.9% | +212.0% | +185.0% |
| All | +202.0% | -9.8% | +211.8% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling