+266.3%
WMB vs ECL
+196.4%
+69.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | -6.9% | +0.4% | -7.4% | -7.2% |
| 30D | -7.2% | +8.6% | -15.8% | -10.7% |
| 3M | -5.4% | +7.9% | -13.3% | -8.9% |
| 6M | -4.9% | +21.0% | -25.9% | -13.4% |
| YTD | +14.7% | +17.5% | -2.8% | +5.1% |
| 1Y | +14.7% | +19.7% | -4.9% | +4.1% |
| 3Y | +116.4% | +77.4% | +38.9% | +57.7% |
| 5Y | +198.5% | +38.7% | +159.8% | +144.2% |
| 10Y | +266.3% | +193.5% | +72.8% | +101.6% |
| All | +266.3% | +196.4% | +69.8% | +101.6% |
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