+259.9%
WMB vs ED
+132.0%
+127.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -6.7% | -0.1% | -6.6% | -6.7% |
| 30D | -8.6% | +11.6% | -20.1% | -11.0% |
| 3M | -4.9% | +10.5% | -15.5% | -7.3% |
| 6M | -6.3% | +13.2% | -19.5% | -9.1% |
| YTD | +13.0% | +22.1% | -9.2% | +7.7% |
| 1Y | +14.9% | +24.2% | -9.2% | +9.1% |
| 3Y | +113.4% | +46.9% | +66.5% | +93.5% |
| 5Y | +190.2% | +80.8% | +109.3% | +153.8% |
| 10Y | +259.9% | +134.3% | +125.6% | +208.9% |
| All | +259.9% | +132.0% | +127.8% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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