+265.1%
WMB vs ALLE
+331.3%
-66.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -4.0% |
| 7D | -14.2% | 0.0% | -14.2% | -14.3% |
| 30D | -11.2% | +20.6% | -31.8% | -19.1% |
| 3M | -9.9% | +11.4% | -21.3% | -15.0% |
| 6M | -14.4% | +42.5% | -56.9% | -28.8% |
| YTD | +9.2% | +18.9% | -9.6% | -1.9% |
| 1Y | +15.1% | +14.2% | +0.9% | +5.3% |
| 3Y | +99.2% | +90.7% | +8.5% | +34.6% |
| 5Y | +180.2% | +52.5% | +127.8% | +106.8% |
| 10Y | +273.7% | +231.2% | +42.5% | +40.4% |
| All | +265.1% | +331.3% | -66.2% | +21.3% |
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 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