+283.3%
WMB vs AME
+442.0%
-158.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | +8.1% | +8.1% | 0.0% | +3.6% |
| 30D | -6.9% | -3.8% | -3.1% | -4.9% |
| 3M | -5.1% | -6.6% | +1.5% | -1.6% |
| 6M | -5.7% | +4.6% | -10.3% | -8.6% |
| YTD | +18.1% | +17.9% | +0.1% | +6.2% |
| 1Y | +18.4% | +23.2% | -4.8% | +3.7% |
| 3Y | +122.7% | +62.9% | +59.8% | +59.7% |
| 5Y | +202.0% | +77.5% | +124.5% | +100.4% |
| All | +283.3% | +442.0% | -158.8% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling