+122.4%
WMB vs ALM
+836.8%
-714.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.2% | +1.0% |
| 7D | +8.1% | -4.0% | +12.1% | +8.2% |
| 30D | -6.9% | -30.5% | +23.6% | -5.8% |
| 3M | -5.1% | -46.9% | +41.8% | -3.4% |
| 6M | -5.7% | -65.5% | +59.8% | -3.0% |
| YTD | +18.1% | -13.4% | +31.5% | +16.8% |
| 1Y | +18.4% | +9.8% | +8.6% | +15.9% |
| All | +122.4% | +836.8% | -714.4% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling