+283.3%
WMB vs ALLE
+208.6%
+74.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +8.1% | +1.6% | +6.5% | +7.5% |
| 30D | -6.9% | +24.1% | -31.0% | -14.2% |
| 3M | -5.1% | +14.8% | -19.9% | -10.2% |
| 6M | -5.7% | +45.9% | -51.6% | -19.1% |
| YTD | +18.1% | +20.7% | -2.7% | +8.1% |
| 1Y | +18.4% | +14.2% | +4.2% | +10.8% |
| 3Y | +122.7% | +90.7% | +32.0% | +63.6% |
| 5Y | +202.0% | +50.6% | +151.5% | +140.8% |
| All | +283.3% | +208.6% | +74.7% | +124.3% |
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