+298.4%
WMB vs AMCR
+14.6%
+283.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +1.3% |
| 7D | -1.0% | -6.3% | +5.2% | +1.3% |
| 30D | -0.4% | -7.8% | +7.4% | +2.4% |
| 3M | +3.2% | +7.5% | -4.3% | -0.4% |
| 6M | +0.1% | +2.7% | -2.6% | -2.7% |
| YTD | +23.9% | +6.0% | +17.8% | +17.8% |
| 1Y | +27.6% | +7.8% | +19.8% | +20.1% |
| 3Y | +141.9% | +5.8% | +136.1% | +122.3% |
| 5Y | +273.8% | -11.6% | +285.4% | +269.3% |
| All | +298.4% | +14.6% | +283.8% | +219.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling