+259.9%
WMB vs ALM
+2,221.4%
-1,961.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +3.3% |
| 7D | -6.7% | +0.7% | -7.4% | -6.7% |
| 30D | -8.6% | -26.1% | +17.5% | -7.4% |
| 3M | -4.9% | -38.1% | +33.2% | -3.2% |
| 6M | -6.3% | -55.4% | +49.1% | -3.7% |
| YTD | +13.0% | -0.4% | +13.4% | +10.9% |
| 1Y | +14.9% | +25.4% | -10.4% | +11.3% |
| 3Y | +113.4% | +907.8% | -794.4% | +80.8% |
| 5Y | +190.2% | +440.2% | -250.0% | +148.8% |
| 10Y | +259.9% | +2,031.1% | -1,771.3% | +187.8% |
| All | +259.9% | +2,221.4% | -1,961.6% | +187.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling