+5,026.7%
WMB vs EFX
+6,825.8%
-1,799.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +1.6% | -2.0% | +3.5% | +2.2% |
| 30D | -7.1% | +27.9% | -35.0% | -15.9% |
| 3M | -4.0% | +3.8% | -7.8% | -6.8% |
| 6M | -5.7% | +13.0% | -18.7% | -12.6% |
| YTD | +17.2% | -12.4% | +29.6% | +17.2% |
| 1Y | +17.2% | -10.4% | +27.6% | +16.1% |
| 3Y | +121.1% | +4.4% | +116.6% | +96.6% |
| 5Y | +197.2% | -28.9% | +226.1% | +195.0% |
| 10Y | +280.9% | +81.7% | +199.2% | +138.1% |
| All | +5,026.7% | +6,825.8% | -1,799.1% | +1,177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling