+101.1%
WMB vs ALLY
+57.0%
+44.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -5.2% |
| 7D | -14.2% | -1.1% | -13.1% | -14.1% |
| 30D | -11.2% | +4.2% | -15.4% | -11.7% |
| 3M | -9.9% | -12.4% | +2.5% | -8.5% |
| 6M | -14.4% | -8.7% | -5.7% | -13.6% |
| YTD | +9.2% | -11.6% | +20.9% | +10.6% |
| 1Y | +15.1% | +0.2% | +14.9% | +13.9% |
| All | +101.1% | +57.0% | +44.0% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 3y: compounded portfolio wealth divided by compounded ALLY 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…
3y analysis · Full analysis span regression · 6 months rolling