+149.0%
WMB vs AMCR
+10.1%
+139.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.4% |
| 7D | +0.8% | -1.8% | +2.6% | +0.9% |
| 30D | +7.7% | -6.0% | +13.7% | +8.2% |
| 3M | +6.7% | +18.9% | -12.2% | +4.7% |
| 6M | +3.6% | +5.7% | -2.0% | +3.2% |
| YTD | +28.0% | +11.1% | +16.9% | +25.9% |
| 1Y | +37.6% | +12.7% | +24.9% | +34.8% |
| 3Y | +149.0% | +9.6% | +139.4% | +142.4% |
| All | +149.0% | +10.1% | +139.0% | +142.4% |
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 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