+100.5%
WMB vs EAT
+486.0%
-385.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | -13.8% | -2.6% | -11.2% | -13.7% |
| 30D | -10.3% | +11.5% | -21.8% | -11.3% |
| 3M | -10.1% | -9.1% | -0.9% | -9.6% |
| 6M | -11.8% | +40.4% | -52.3% | -15.3% |
| YTD | +8.9% | +43.9% | -35.0% | +3.7% |
| 1Y | +14.0% | +101.9% | -88.0% | +3.2% |
| 3Y | +100.5% | +489.9% | -389.3% | +66.6% |
| All | +100.5% | +486.0% | -385.5% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling