+229.5%
EWY vs WMB
+282.5%
-53.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +4.2% | +7.8% | -3.6% | +1.7% |
| 30D | -10.7% | -5.1% | -5.6% | -9.1% |
| 3M | -20.1% | -4.7% | -15.3% | -19.0% |
| 6M | -24.3% | -7.4% | -16.9% | -22.9% |
| YTD | +46.9% | +17.5% | +29.4% | +38.5% |
| 1Y | +55.2% | +19.5% | +35.7% | +45.3% |
| 3Y | +157.0% | +121.3% | +35.7% | +93.3% |
| 5Y | +98.9% | +200.5% | -101.7% | +33.6% |
| All | +229.5% | +282.5% | -53.0% | +88.8% |
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