+220.2%
WMB vs ALLY
+101.5%
+118.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -4.8% |
| 7D | -14.2% | -1.1% | -13.1% | -14.0% |
| 30D | -11.2% | +4.2% | -15.4% | -12.8% |
| 3M | -9.9% | -12.4% | +2.5% | -5.7% |
| 6M | -14.4% | -8.7% | -5.7% | -12.4% |
| YTD | +9.2% | -11.6% | +20.9% | +12.2% |
| 1Y | +15.1% | +0.2% | +14.9% | +12.2% |
| 3Y | +99.2% | +57.1% | +42.1% | +52.2% |
| 5Y | +180.2% | -6.8% | +187.1% | +152.0% |
| 10Y | +273.7% | +200.4% | +73.4% | +46.3% |
| All | +220.2% | +101.5% | +118.7% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling