+259.9%
WMB vs ALK
-37.5%
+297.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.1% | -3.4% | +2.0% |
| 7D | -6.7% | +8.9% | -15.6% | -8.8% |
| 30D | -8.6% | +5.9% | -14.5% | -10.3% |
| 3M | -4.9% | -16.5% | +11.6% | -1.5% |
| 6M | -6.3% | +2.1% | -8.4% | -9.1% |
| YTD | +13.0% | -17.1% | +30.1% | +13.8% |
| 1Y | +14.9% | -2.9% | +17.8% | +10.3% |
| 3Y | +113.4% | +24.5% | +88.9% | +76.0% |
| 5Y | +190.2% | -29.1% | +219.3% | +177.9% |
| 10Y | +259.9% | -39.1% | +299.0% | +201.6% |
| All | +259.9% | -37.5% | +297.3% | +201.6% |
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