+180.2%
WMB vs ALK
-33.9%
+214.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -5.0% |
| 7D | -14.2% | +7.1% | -21.2% | -14.9% |
| 30D | -11.2% | -3.0% | -8.3% | -11.1% |
| 3M | -9.9% | -25.6% | +15.8% | -7.2% |
| 6M | -14.4% | +0.5% | -14.8% | -15.4% |
| YTD | +9.2% | -23.1% | +32.3% | +11.1% |
| 1Y | +15.1% | -7.5% | +22.6% | +13.6% |
| 3Y | +99.2% | +15.3% | +83.9% | +82.2% |
| 5Y | +180.2% | -34.8% | +215.0% | +179.2% |
| All | +180.2% | -33.9% | +214.2% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling