+259.9%
WMB vs ALLE
+233.6%
+26.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.7% |
| 7D | -6.7% | -0.6% | -6.0% | -6.5% |
| 30D | -8.6% | +26.6% | -35.2% | -16.4% |
| 3M | -4.9% | +13.2% | -18.1% | -9.6% |
| 6M | -6.3% | +42.9% | -49.2% | -18.9% |
| YTD | +13.0% | +21.0% | -8.1% | +3.4% |
| 1Y | +14.9% | +15.2% | -0.2% | +7.2% |
| 3Y | +113.4% | +95.6% | +17.8% | +55.1% |
| 5Y | +190.2% | +53.4% | +136.7% | +129.3% |
| 10Y | +259.9% | +221.5% | +38.4% | +110.1% |
| All | +259.9% | +233.6% | +26.2% | +110.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling