+285.3%
WMB vs EFX
-35.1%
+320.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.3% | +2.6% |
| 7D | +0.8% | -7.8% | +8.6% | +1.7% |
| 30D | +7.7% | -5.7% | +13.4% | +8.3% |
| 3M | +6.7% | +2.5% | +4.2% | +5.8% |
| 6M | +3.6% | -16.7% | +20.3% | +5.7% |
| YTD | +28.0% | -20.2% | +48.2% | +31.1% |
| 1Y | +37.6% | -31.4% | +69.0% | +44.5% |
| 3Y | +149.0% | -10.5% | +159.5% | +142.7% |
| 5Y | +285.3% | -35.2% | +320.5% | +289.0% |
| All | +285.3% | -35.1% | +320.4% | +289.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling