+23.7%
WMB vs ALM
+44.8%
-21.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -6.4% |
| 7D | -8.6% | -6.4% | -2.2% | -8.5% |
| 30D | -4.2% | -35.0% | +30.8% | -3.4% |
| 3M | -4.4% | -33.8% | +29.4% | -3.8% |
| 6M | -8.7% | -55.0% | +46.3% | -7.4% |
| YTD | +15.4% | -0.2% | +15.6% | +14.0% |
| 1Y | +23.7% | +41.8% | -18.0% | +20.4% |
| All | +23.7% | +44.8% | -21.1% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling