+264.5%
WMB vs ALM
+2,022.9%
-1,758.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -13.8% | -6.7% | -7.1% | -13.5% |
| 30D | -10.3% | -32.9% | +22.6% | -8.8% |
| 3M | -10.1% | -39.5% | +29.4% | -8.3% |
| 6M | -11.8% | -62.0% | +50.1% | -8.7% |
| YTD | +8.9% | -7.8% | +16.8% | +7.3% |
| 1Y | +14.0% | +26.7% | -12.7% | +10.3% |
| 3Y | +100.5% | +825.4% | -724.8% | +70.3% |
| 5Y | +179.5% | +401.2% | -221.7% | +140.2% |
| All | +264.5% | +2,022.9% | -1,758.4% | +191.3% |
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