+120.7%
WMB vs AMCR
+15.7%
+105.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +2.2% |
| 7D | +1.6% | -8.5% | +10.0% | +1.9% |
| 30D | -7.1% | +6.8% | -13.8% | -7.5% |
| 3M | -4.0% | -5.0% | +1.0% | -3.7% |
| 6M | -5.7% | +13.9% | -19.6% | -7.0% |
| YTD | +17.2% | +11.2% | +6.0% | +15.4% |
| 1Y | +17.2% | +11.3% | +5.9% | +15.3% |
| All | +120.7% | +15.7% | +105.0% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling