+472.7%
WMB vs ACWI
+330.1%
+142.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.8% | -1.5% | -0.7% |
| 7D | -14.2% | -4.0% | -10.2% | -10.0% |
| 30D | -11.2% | -5.8% | -5.4% | -4.8% |
| 3M | -9.9% | -5.0% | -4.9% | -4.5% |
| 6M | -14.4% | +0.7% | -15.1% | -16.4% |
| YTD | +9.2% | +8.4% | +0.8% | -3.5% |
| 1Y | +15.1% | +10.1% | +5.0% | -0.4% |
| 3Y | +99.2% | +70.8% | +28.5% | -2.8% |
| 5Y | +180.2% | +55.4% | +124.9% | +49.1% |
| 10Y | +273.7% | +223.3% | +50.4% | -27.4% |
| All | +472.7% | +330.1% | +142.6% | -22.6% |
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 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