+37.6%
WMB vs ECL
+2.9%
+34.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.3% |
| 7D | +0.8% | -0.8% | +1.6% | +0.8% |
| 30D | +7.7% | -2.5% | +10.2% | +7.7% |
| 3M | +6.7% | +8.3% | -1.6% | +6.7% |
| 6M | +3.6% | -1.1% | +4.7% | +4.3% |
| YTD | +28.0% | +6.5% | +21.5% | +28.4% |
| 1Y | +37.6% | +2.1% | +35.5% | +39.1% |
| All | +37.6% | +2.9% | +34.8% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling