+264.5%
WMB vs ALK
-41.7%
+306.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -13.8% | +9.0% | -22.9% | -15.9% |
| 30D | -10.3% | -1.6% | -8.7% | -10.5% |
| 3M | -10.1% | -23.2% | +13.1% | -5.0% |
| 6M | -11.8% | -3.9% | -8.0% | -13.3% |
| YTD | +8.9% | -22.6% | +31.5% | +11.6% |
| 1Y | +14.0% | -5.3% | +19.3% | +9.9% |
| 3Y | +100.5% | +18.6% | +82.0% | +67.0% |
| 5Y | +179.5% | -34.4% | +213.9% | +173.0% |
| All | +264.5% | -41.7% | +306.2% | +217.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling