+266.3%
WMB vs ACM
+133.7%
+132.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | -6.9% | +6.6% | -13.5% | -9.4% |
| 30D | -7.2% | +19.8% | -26.9% | -14.1% |
| 3M | -5.4% | -3.1% | -2.3% | -5.3% |
| 6M | -4.9% | -11.5% | +6.6% | -2.0% |
| YTD | +14.7% | -24.7% | +39.4% | +25.3% |
| 1Y | +14.7% | -45.1% | +59.8% | +45.1% |
| 3Y | +116.4% | -8.9% | +125.3% | +106.4% |
| 5Y | +198.5% | +5.4% | +193.1% | +157.4% |
| 10Y | +266.3% | +131.1% | +135.2% | +98.7% |
| All | +266.3% | +133.7% | +132.6% | +98.7% |
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