+313.2%
WMB vs EFX
+38.5%
+274.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | 0.0% | -9.4% | +9.4% | +1.9% |
| 30D | +4.6% | -6.9% | +11.5% | +5.8% |
| 3M | +5.7% | +0.1% | +5.6% | +4.8% |
| 6M | +4.2% | -17.3% | +21.5% | +7.2% |
| YTD | +26.8% | -21.8% | +48.7% | +31.5% |
| 1Y | +34.7% | -32.5% | +67.2% | +44.3% |
| 3Y | +146.8% | -12.3% | +159.1% | +139.6% |
| 5Y | +285.0% | -36.6% | +321.6% | +299.7% |
| 10Y | +313.2% | +41.0% | +272.2% | +223.1% |
| All | +313.2% | +38.5% | +274.7% | +223.1% |
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