+100.5%
WMB vs ACM
-12.3%
+112.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -13.8% | +5.4% | -19.2% | -14.3% |
| 30D | -10.3% | +15.1% | -25.4% | -11.7% |
| 3M | -10.1% | -10.5% | +0.4% | -8.9% |
| 6M | -11.8% | -19.7% | +7.9% | -9.1% |
| YTD | +8.9% | -28.8% | +37.8% | +14.2% |
| 1Y | +14.0% | -47.9% | +61.8% | +29.1% |
| 3Y | +100.5% | -12.4% | +112.9% | +94.0% |
| All | +100.5% | -12.3% | +112.8% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling