+281.4%
WMB vs EFV
+163.3%
+118.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | +7.8% | +2.5% | +5.3% | +5.5% |
| 30D | -5.1% | +2.9% | -8.0% | -7.7% |
| 3M | -4.7% | -1.4% | -3.3% | -3.9% |
| 6M | -7.4% | +5.5% | -12.9% | -12.7% |
| YTD | +17.5% | +16.1% | +1.4% | +0.3% |
| 1Y | +19.5% | +20.3% | -0.8% | -1.5% |
| 3Y | +121.3% | +90.4% | +30.8% | +13.8% |
| 5Y | +200.5% | +93.5% | +107.0% | +49.7% |
| All | +281.4% | +163.3% | +118.0% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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