+316.4%
WMB vs ACHR
-53.6%
+370.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.6% |
| 7D | -6.9% | +14.0% | -21.0% | -7.5% |
| 30D | -7.2% | -5.0% | -2.1% | -7.1% |
| 3M | -5.4% | -24.8% | +19.3% | -4.5% |
| 6M | -4.9% | -27.3% | +22.4% | -4.1% |
| YTD | +14.7% | -37.4% | +52.1% | +16.0% |
| 1Y | +14.7% | -44.3% | +59.0% | +16.6% |
| 3Y | +116.4% | -5.2% | +121.6% | +109.6% |
| 5Y | +198.5% | -20.8% | +219.4% | +180.6% |
| All | +316.4% | -53.6% | +370.0% | +280.5% |
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