+259.9%
WMB vs ACM
+147.1%
+112.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +1.5% |
| 7D | -6.7% | +6.9% | -13.6% | -9.3% |
| 30D | -8.6% | +19.1% | -27.6% | -15.2% |
| 3M | -4.9% | -6.9% | +2.0% | -3.2% |
| 6M | -6.3% | -12.0% | +5.7% | -3.3% |
| YTD | +13.0% | -25.1% | +38.1% | +23.7% |
| 1Y | +14.9% | -45.4% | +60.3% | +45.8% |
| 3Y | +113.4% | -6.9% | +120.3% | +101.1% |
| 5Y | +190.2% | +3.7% | +186.4% | +152.2% |
| 10Y | +259.9% | +135.8% | +124.1% | +96.3% |
| All | +259.9% | +147.1% | +112.7% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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