+200.8%
WMB vs ED
+85.1%
+115.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | +7.8% | +2.1% | +5.8% | +7.1% |
| 30D | -5.1% | +10.4% | -15.5% | -8.4% |
| 3M | -4.7% | +12.5% | -17.3% | -8.7% |
| 6M | -7.4% | +14.9% | -22.3% | -11.9% |
| YTD | +17.5% | +24.8% | -7.4% | +8.6% |
| 1Y | +19.5% | +23.8% | -4.4% | +10.7% |
| 3Y | +121.3% | +51.6% | +69.6% | +85.3% |
| All | +200.8% | +85.1% | +115.7% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling