+402.0%
WMB vs AMCR
+106.4%
+295.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.6% | -1.9% | +2.4% | +1.1% |
| 30D | +3.3% | -4.1% | +7.3% | +4.3% |
| 3M | +3.1% | +21.7% | -18.5% | -3.0% |
| 6M | -0.7% | +1.5% | -2.2% | -2.2% |
| YTD | +25.2% | +13.1% | +12.0% | +18.7% |
| 1Y | +32.9% | +16.5% | +16.4% | +24.5% |
| 3Y | +140.6% | +10.3% | +130.3% | +125.2% |
| 5Y | +273.5% | -7.7% | +281.1% | +268.1% |
| 10Y | +334.2% | +24.6% | +309.6% | +267.6% |
| All | +402.0% | +106.4% | +295.6% | +328.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling