+266.3%
WMB vs EFX
+69.3%
+196.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -6.9% | +0.3% | -7.2% | -7.0% |
| 30D | -7.2% | +29.1% | -36.3% | -12.1% |
| 3M | -5.4% | +4.3% | -9.7% | -6.9% |
| 6M | -4.9% | +7.7% | -12.6% | -7.6% |
| YTD | +14.7% | -12.5% | +27.2% | +15.7% |
| 1Y | +14.7% | -8.8% | +23.5% | +14.5% |
| 3Y | +116.4% | +4.3% | +112.0% | +101.3% |
| 5Y | +198.5% | -29.4% | +227.9% | +202.7% |
| 10Y | +266.3% | +78.1% | +188.2% | +171.4% |
| All | +266.3% | +69.3% | +196.9% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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