+122.4%
WMB vs ECL
+77.0%
+45.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +8.1% | -0.5% | +8.5% | +8.1% |
| 30D | -6.9% | +6.6% | -13.4% | -7.6% |
| 3M | -5.1% | +9.6% | -14.7% | -6.2% |
| 6M | -5.7% | +21.6% | -27.3% | -8.2% |
| YTD | +18.1% | +16.9% | +1.2% | +15.4% |
| 1Y | +18.4% | +17.9% | +0.5% | +15.4% |
| All | +122.4% | +77.0% | +45.4% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling