+1,768.2%
WMB vs ALNY
+4,163.9%
-2,395.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.5% | +2.6% |
| 7D | +0.8% | +5.7% | -4.9% | -0.1% |
| 30D | +7.7% | +18.7% | -10.9% | +4.8% |
| 3M | +6.7% | -11.0% | +17.7% | +7.2% |
| 6M | +3.6% | -18.9% | +22.5% | +5.3% |
| YTD | +28.0% | -34.6% | +62.6% | +34.1% |
| 1Y | +37.6% | -42.8% | +80.5% | +46.8% |
| 3Y | +149.0% | +29.1% | +119.9% | +126.7% |
| 5Y | +285.3% | +39.6% | +245.7% | +230.2% |
| 10Y | +302.1% | +253.8% | +48.3% | +155.1% |
| All | +1,768.2% | +4,163.9% | -2,395.7% | +627.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 all: compounded portfolio wealth divided by compounded ALNY 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…
all analysis · Full analysis span regression · 6 months rolling