+278.8%
WMB vs ACWI
+67.7%
+211.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | +0.5% | +0.1% | +0.3% |
| 30D | +3.3% | +0.9% | +2.4% | +2.7% |
| 3M | +3.1% | +2.4% | +0.7% | +1.4% |
| 6M | -0.7% | +12.4% | -13.1% | -8.2% |
| YTD | +25.2% | +15.2% | +10.0% | +13.7% |
| 1Y | +32.9% | +22.7% | +10.1% | +15.5% |
| 3Y | +140.6% | +75.8% | +64.8% | +64.0% |
| All | +278.8% | +67.7% | +211.1% | +157.2% |
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