+556.2%
WMB vs ACWI
+356.8%
+199.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | +0.5% | +0.1% | -0.1% |
| 30D | +3.3% | +0.9% | +2.4% | +2.0% |
| 3M | +3.1% | +2.4% | +0.7% | -0.6% |
| 6M | -0.7% | +12.4% | -13.1% | -15.4% |
| YTD | +25.2% | +15.2% | +10.0% | +3.1% |
| 1Y | +32.9% | +22.7% | +10.1% | +0.8% |
| 3Y | +140.6% | +75.8% | +64.8% | +13.7% |
| 5Y | +273.5% | +67.7% | +205.7% | +80.9% |
| 10Y | +334.2% | +229.0% | +105.2% | -16.5% |
| All | +556.2% | +356.8% | +199.4% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling