+122.4%
WMB vs ACM
-9.6%
+132.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +8.1% | +5.1% | +3.0% | +7.5% |
| 30D | -6.9% | +18.7% | -25.5% | -8.6% |
| 3M | -5.1% | +15.5% | -20.6% | -6.7% |
| 6M | -5.7% | +1.2% | -6.9% | -6.2% |
| YTD | +18.1% | -25.2% | +43.3% | +23.1% |
| 1Y | +18.4% | -46.3% | +64.7% | +34.2% |
| All | +122.4% | -9.6% | +132.0% | +116.1% |
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