+231.7%
WMB vs ALC
+31.8%
+199.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | -13.8% | +4.9% | -18.7% | -15.3% |
| 30D | -10.3% | +19.0% | -29.3% | -15.4% |
| 3M | -10.1% | +7.8% | -17.8% | -12.6% |
| 6M | -11.8% | +14.6% | -26.4% | -16.4% |
| YTD | +8.9% | -4.4% | +13.4% | +8.9% |
| 1Y | +14.0% | +1.4% | +12.6% | +11.3% |
| 3Y | +100.5% | +2.5% | +98.0% | +88.2% |
| 5Y | +179.5% | -10.9% | +190.4% | +172.8% |
| All | +231.7% | +31.8% | +199.9% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling