+5,376.0%
WMB vs ED
+2,217.3%
+3,158.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.8% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +3.3% | -0.1% | +3.4% | +3.3% |
| 3M | +3.1% | +3.9% | -0.8% | +1.1% |
| 6M | -0.7% | -3.0% | +2.3% | +0.6% |
| YTD | +25.2% | +10.7% | +14.5% | +18.8% |
| 1Y | +32.9% | +13.3% | +19.5% | +24.4% |
| 3Y | +140.6% | +34.5% | +106.1% | +102.8% |
| 5Y | +273.5% | +67.1% | +206.3% | +178.9% |
| 10Y | +334.2% | +103.0% | +231.2% | +164.7% |
| All | +5,376.0% | +2,217.3% | +3,158.7% | +828.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling