+266.9%
WMB vs ALLY
+124.8%
+142.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.6% | +3.7% | -3.1% | -0.8% |
| 30D | +3.3% | -2.3% | +5.5% | +4.1% |
| 3M | +3.1% | +3.8% | -0.7% | +1.3% |
| 6M | -0.7% | +9.7% | -10.4% | -5.3% |
| YTD | +25.2% | -1.4% | +26.6% | +23.8% |
| 1Y | +32.9% | +8.2% | +24.6% | +25.8% |
| 3Y | +140.6% | +66.5% | +74.1% | +80.3% |
| 5Y | +273.5% | +1.2% | +272.3% | +226.7% |
| 10Y | +334.2% | +191.4% | +142.8% | +81.5% |
| All | +266.9% | +124.8% | +142.0% | +58.8% |
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