+826.2%
WMB vs EFV
+248.5%
+577.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | -6.9% | +2.1% | -9.1% | -9.2% |
| 30D | -7.2% | +3.1% | -10.2% | -10.3% |
| 3M | -5.4% | -1.3% | -4.1% | -4.7% |
| 6M | -4.9% | +6.0% | -10.9% | -11.6% |
| YTD | +14.7% | +15.8% | -1.1% | -4.0% |
| 1Y | +14.7% | +21.1% | -6.4% | -8.5% |
| 3Y | +116.4% | +91.0% | +25.4% | +3.8% |
| 5Y | +198.5% | +94.3% | +104.2% | +37.8% |
| 10Y | +266.3% | +160.4% | +105.9% | +23.7% |
| All | +826.2% | +248.5% | +577.7% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling