+302.1%
WMB vs EAT
+373.3%
-71.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.4% | +5.6% | +2.9% |
| 7D | +0.8% | -4.9% | +5.7% | +1.8% |
| 30D | +7.7% | -1.2% | +8.9% | +7.6% |
| 3M | +6.7% | +52.2% | -45.5% | -2.6% |
| 6M | +3.6% | +65.0% | -61.4% | -7.8% |
| YTD | +28.0% | +55.0% | -27.0% | +14.8% |
| 1Y | +37.6% | +42.1% | -4.4% | +24.7% |
| 3Y | +149.0% | +614.7% | -465.7% | +52.3% |
| 5Y | +285.3% | +322.7% | -37.4% | +151.4% |
| 10Y | +302.1% | +382.0% | -80.0% | +95.4% |
| All | +302.1% | +373.3% | -71.2% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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