+180.3%
WMB vs ALM
+396.4%
-216.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.3% |
| 7D | -13.8% | -6.7% | -7.1% | -13.6% |
| 30D | -10.3% | -32.9% | +22.6% | -9.3% |
| 3M | -10.1% | -39.5% | +29.4% | -8.9% |
| 6M | -11.8% | -62.0% | +50.1% | -9.7% |
| YTD | +8.9% | -7.8% | +16.8% | +7.7% |
| 1Y | +14.0% | +26.7% | -12.7% | +11.3% |
| 3Y | +100.5% | +825.4% | -724.8% | +81.3% |
| All | +180.3% | +396.4% | -216.1% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling