+278.8%
WMB vs ALC
-16.0%
+294.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | +0.6% | -2.1% | +2.7% | +1.0% |
| 30D | +3.3% | -0.1% | +3.4% | +3.2% |
| 3M | +3.1% | +5.9% | -2.8% | +1.8% |
| 6M | -0.7% | -15.9% | +15.2% | +2.2% |
| YTD | +25.2% | -10.1% | +35.3% | +27.0% |
| 1Y | +32.9% | -10.2% | +43.1% | +34.5% |
| 3Y | +140.6% | -13.6% | +154.1% | +142.3% |
| All | +278.8% | -16.0% | +294.7% | +266.3% |
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