+200.8%
WMB vs ALLY
-10.0%
+210.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +7.8% | +0.4% | +7.5% | +7.7% |
| 30D | -5.1% | +5.2% | -10.3% | -6.0% |
| 3M | -4.7% | -13.3% | +8.6% | -2.5% |
| 6M | -7.4% | -6.7% | -0.7% | -6.7% |
| YTD | +17.5% | -12.8% | +30.3% | +19.4% |
| 1Y | +19.5% | +0.7% | +18.8% | +18.0% |
| 3Y | +121.3% | +65.2% | +56.1% | +92.8% |
| All | +200.8% | -10.0% | +210.8% | +189.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling