+360.6%
WMB vs ACHR
-45.8%
+406.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.7% | +4.8% | -0.6% |
| 7D | 0.0% | -2.7% | +2.6% | +0.1% |
| 30D | +4.6% | -12.1% | +16.7% | +5.1% |
| 3M | +5.7% | +3.4% | +2.4% | +5.1% |
| 6M | +4.2% | -15.6% | +19.8% | +4.3% |
| YTD | +26.8% | -26.9% | +53.7% | +27.6% |
| 1Y | +34.7% | -34.8% | +69.4% | +35.6% |
| 3Y | +146.8% | -19.2% | +166.0% | +139.9% |
| 5Y | +285.0% | -43.8% | +328.8% | +254.8% |
| All | +360.6% | -45.8% | +406.4% | +318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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