+259.9%
WMB vs ECL
+205.6%
+54.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.8% |
| 7D | -6.7% | -0.5% | -6.1% | -6.5% |
| 30D | -8.6% | +8.8% | -17.4% | -12.1% |
| 3M | -4.9% | +7.8% | -12.8% | -8.4% |
| 6M | -6.3% | +21.3% | -27.6% | -14.8% |
| YTD | +13.0% | +17.8% | -4.8% | +3.5% |
| 1Y | +14.9% | +21.1% | -6.1% | +3.7% |
| 3Y | +113.4% | +80.1% | +33.3% | +54.4% |
| 5Y | +190.2% | +40.5% | +149.7% | +135.4% |
| 10Y | +259.9% | +197.7% | +62.1% | +98.0% |
| All | +259.9% | +205.6% | +54.3% | +98.0% |
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