+200.8%
WMB vs ALM
+410.2%
-209.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -0.8% |
| 7D | +7.8% | +1.2% | +6.6% | +7.7% |
| 30D | -5.1% | -19.3% | +14.2% | -4.5% |
| 3M | -4.7% | -40.6% | +35.9% | -3.4% |
| 6M | -7.4% | -57.9% | +50.5% | -5.4% |
| YTD | +17.5% | -6.7% | +24.2% | +16.1% |
| 1Y | +19.5% | +20.2% | -0.7% | +16.8% |
| 3Y | +121.3% | +879.4% | -758.2% | +99.6% |
| All | +200.8% | +410.2% | -209.4% | +175.3% |
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 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