+303.5%
EWY vs WMB
+307.8%
-4.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +3.0% |
| 7D | -0.1% | -1.0% | +1.0% | +0.3% |
| 30D | +7.3% | -0.4% | +7.7% | +7.2% |
| 3M | -5.1% | +3.2% | -8.3% | -6.4% |
| 6M | +42.1% | +0.1% | +42.0% | +41.1% |
| YTD | +94.1% | +23.9% | +70.3% | +79.9% |
| 1Y | +147.8% | +27.6% | +120.2% | +126.7% |
| 3Y | +222.9% | +141.9% | +81.0% | +135.7% |
| 5Y | +150.6% | +273.8% | -123.2% | +56.4% |
| All | +303.5% | +307.8% | -4.3% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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