+264.5%
WMB vs ACWI
+219.0%
+45.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -13.8% | -2.4% | -11.5% | -12.0% |
| 30D | -10.3% | -5.2% | -5.1% | -6.0% |
| 3M | -10.1% | -4.8% | -5.2% | -6.2% |
| 6M | -11.8% | -1.3% | -10.5% | -11.6% |
| YTD | +8.9% | +8.4% | +0.6% | -0.6% |
| 1Y | +14.0% | +11.0% | +2.9% | +1.6% |
| 3Y | +100.5% | +70.6% | +30.0% | +15.8% |
| 5Y | +179.5% | +55.3% | +124.2% | +75.7% |
| All | +264.5% | +219.0% | +45.4% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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