+190.2%
WMB vs ALLE
+55.0%
+135.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.1% |
| 7D | -6.7% | -0.6% | -6.0% | -6.5% |
| 30D | -8.6% | +26.6% | -35.2% | -13.1% |
| 3M | -4.9% | +13.2% | -18.1% | -7.5% |
| 6M | -6.3% | +42.9% | -49.2% | -14.0% |
| YTD | +13.0% | +21.0% | -8.1% | +7.6% |
| 1Y | +14.9% | +15.2% | -0.2% | +10.9% |
| 3Y | +113.4% | +95.6% | +17.8% | +73.0% |
| 5Y | +190.2% | +53.4% | +136.7% | +148.9% |
| All | +190.2% | +55.0% | +135.1% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling