+23.7%
WMB vs ALLE
+18.6%
+5.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.8% | -8.1% | -6.3% |
| 7D | -8.6% | +6.7% | -15.3% | -8.4% |
| 30D | -4.2% | +25.4% | -29.6% | -3.4% |
| 3M | -4.4% | +16.9% | -21.4% | -3.7% |
| 6M | -8.7% | +46.6% | -55.2% | -8.2% |
| YTD | +15.4% | +22.4% | -7.0% | +17.0% |
| 1Y | +23.7% | +17.7% | +6.0% | +26.5% |
| All | +23.7% | +18.6% | +5.2% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling