+302.1%
WMB vs ECL
+153.2%
+148.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | +7.7% | -2.5% | +10.2% | +8.8% |
| 3M | +6.7% | +8.3% | -1.6% | +2.4% |
| 6M | +3.6% | -1.1% | +4.7% | +3.3% |
| YTD | +28.0% | +6.5% | +21.5% | +22.8% |
| 1Y | +37.6% | +2.1% | +35.5% | +34.2% |
| 3Y | +149.0% | +57.6% | +91.4% | +91.2% |
| 5Y | +285.3% | +28.1% | +257.3% | +224.2% |
| 10Y | +302.1% | +153.2% | +148.8% | +122.3% |
| All | +302.1% | +153.2% | +148.9% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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