+180.2%
WMB vs ACWI
+55.1%
+125.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.8% | -1.5% | -3.1% |
| 7D | -14.2% | -4.0% | -10.2% | -12.1% |
| 30D | -11.2% | -5.8% | -5.4% | -8.1% |
| 3M | -9.9% | -5.0% | -4.9% | -7.2% |
| 6M | -14.4% | +0.7% | -15.1% | -15.3% |
| YTD | +9.2% | +8.4% | +0.8% | +2.7% |
| 1Y | +15.1% | +10.1% | +5.0% | +7.1% |
| 3Y | +99.2% | +70.8% | +28.5% | +37.4% |
| 5Y | +180.2% | +55.4% | +124.9% | +99.6% |
| All | +180.2% | +55.1% | +125.2% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling