+318.4%
WMB vs ALLE
+260.9%
+57.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +3.3% | -6.8% | +10.1% | +6.5% |
| 3M | +3.1% | +21.0% | -17.9% | -6.7% |
| 6M | -0.7% | +1.1% | -1.8% | -2.7% |
| YTD | +25.2% | -0.5% | +25.7% | +22.9% |
| 1Y | +32.9% | -7.3% | +40.1% | +34.7% |
| 3Y | +140.6% | +42.3% | +98.3% | +88.8% |
| 5Y | +273.5% | +13.5% | +260.0% | +223.5% |
| 10Y | +334.2% | +144.0% | +190.2% | +100.7% |
| All | +318.4% | +260.9% | +57.5% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling