+322.9%
WMB vs ALK
-34.2%
+357.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +0.6% | -0.7% | +1.2% | +0.7% |
| 30D | +3.3% | -19.2% | +22.5% | +8.6% |
| 3M | +3.1% | -1.5% | +4.7% | +2.3% |
| 6M | -0.7% | -13.1% | +12.3% | +0.2% |
| YTD | +25.2% | -16.4% | +41.6% | +26.8% |
| 1Y | +32.9% | -33.1% | +65.9% | +42.2% |
| 3Y | +140.6% | +0.6% | +139.9% | +114.0% |
| 5Y | +273.5% | -26.4% | +299.8% | +253.9% |
| All | +322.9% | -34.2% | +357.1% | +221.5% |
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