+302.1%
WMB vs EIX
+23.2%
+278.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.5% | -2.2% | +0.8% |
| 7D | +0.8% | +0.9% | -0.1% | +0.4% |
| 30D | +7.7% | -13.5% | +21.3% | +10.8% |
| 3M | +6.7% | -15.3% | +22.0% | +10.3% |
| 6M | +3.6% | -15.3% | +19.0% | +6.9% |
| YTD | +28.0% | +2.7% | +25.3% | +23.1% |
| 1Y | +37.6% | +17.4% | +20.2% | +25.9% |
| 3Y | +149.0% | -1.3% | +150.4% | +136.6% |
| 5Y | +285.3% | +27.2% | +258.1% | +228.8% |
| 10Y | +302.1% | +22.7% | +279.3% | +230.5% |
| All | +302.1% | +23.2% | +278.9% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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