+303.7%
WMB vs ACM
+130.7%
+173.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.6% | -3.7% | +4.3% | +2.2% |
| 30D | +3.3% | -11.1% | +14.4% | +7.6% |
| 3M | +3.1% | -8.0% | +11.1% | +5.2% |
| 6M | -0.7% | -29.7% | +28.9% | +13.4% |
| YTD | +25.2% | -29.4% | +54.5% | +41.0% |
| 1Y | +32.9% | -46.4% | +79.3% | +69.2% |
| 3Y | +140.6% | -22.3% | +162.9% | +148.5% |
| 5Y | +273.5% | +4.5% | +269.0% | +221.5% |
| All | +303.7% | +130.7% | +173.0% | +124.4% |
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