+370.0%
WMB vs AMCR
+103.0%
+267.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +2.6% |
| 7D | +1.6% | -8.5% | +10.0% | +4.0% |
| 30D | -7.1% | +6.8% | -13.8% | -9.0% |
| 3M | -4.0% | -5.0% | +1.0% | -3.1% |
| 6M | -5.7% | +13.9% | -19.6% | -10.1% |
| YTD | +17.2% | +11.2% | +6.0% | +11.2% |
| 1Y | +17.2% | +11.3% | +5.9% | +11.1% |
| 3Y | +121.1% | +15.4% | +105.7% | +103.1% |
| 5Y | +197.2% | -7.7% | +204.9% | +191.8% |
| 10Y | +280.9% | +20.2% | +260.7% | +222.5% |
| All | +370.0% | +103.0% | +267.0% | +301.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling