+4,679.4%
WMB vs ALK
+765.2%
+3,914.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -4.6% |
| 7D | -14.2% | +7.1% | -21.2% | -15.8% |
| 30D | -11.2% | -3.0% | -8.3% | -11.2% |
| 3M | -9.9% | -25.6% | +15.8% | -4.6% |
| 6M | -14.4% | +0.5% | -14.8% | -16.5% |
| YTD | +9.2% | -23.1% | +32.3% | +11.7% |
| 1Y | +15.1% | -7.5% | +22.6% | +12.3% |
| 3Y | +99.2% | +15.3% | +83.9% | +75.8% |
| 5Y | +180.2% | -34.8% | +215.0% | +175.9% |
| 10Y | +273.7% | -41.2% | +314.9% | +251.1% |
| All | +4,679.4% | +765.2% | +3,914.1% | +1,944.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling