+180.3%
WMB vs ALK
-34.8%
+215.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -13.8% | +9.0% | -22.9% | -14.6% |
| 30D | -10.3% | -1.6% | -8.7% | -10.3% |
| 3M | -10.1% | -23.2% | +13.1% | -7.7% |
| 6M | -11.8% | -3.9% | -8.0% | -12.3% |
| YTD | +8.9% | -22.6% | +31.5% | +10.7% |
| 1Y | +14.0% | -5.3% | +19.3% | +12.2% |
| 3Y | +100.5% | +18.6% | +82.0% | +82.5% |
| All | +180.3% | -34.8% | +215.0% | +178.5% |
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 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