+371.2%
WMB vs AMCR
+100.3%
+270.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +7.8% | -2.4% | +10.2% | +8.5% |
| 30D | -5.1% | +3.6% | -8.7% | -6.3% |
| 3M | -4.7% | -4.2% | -0.5% | -4.1% |
| 6M | -7.4% | +15.5% | -22.9% | -12.1% |
| YTD | +17.5% | +9.7% | +7.7% | +11.9% |
| 1Y | +19.5% | +8.3% | +11.2% | +14.2% |
| 3Y | +121.3% | +15.4% | +105.9% | +103.2% |
| 5Y | +200.5% | -9.1% | +209.6% | +196.3% |
| 10Y | +281.9% | +18.6% | +263.2% | +224.4% |
| All | +371.2% | +100.3% | +270.9% | +303.5% |
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