+402.0%
WMB vs AMCR
+100.2%
+301.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.6% | -1.9% | +2.4% | +1.1% |
| 30D | +3.3% | -4.1% | +7.3% | +4.3% |
| 3M | +3.1% | +21.7% | -18.5% | -3.0% |
| 6M | -0.7% | +1.5% | -2.2% | -2.2% |
| YTD | +25.2% | +13.1% | +12.0% | +18.7% |
| 1Y | +32.9% | +13.0% | +19.9% | +25.8% |
| 3Y | +140.6% | +6.9% | +133.6% | +127.4% |
| 5Y | +273.5% | -10.5% | +283.9% | +271.6% |
| 10Y | +334.2% | +20.9% | +313.3% | +271.1% |
| All | +402.0% | +100.2% | +301.8% | +332.2% |
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