+259.9%
WMB vs EIX
+30.9%
+228.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.3% |
| 7D | -6.7% | +0.7% | -7.4% | -6.9% |
| 30D | -8.6% | +8.8% | -17.3% | -11.0% |
| 3M | -4.9% | -10.9% | +6.0% | -3.3% |
| 6M | -6.3% | -10.3% | +4.0% | -5.2% |
| YTD | +13.0% | +5.8% | +7.1% | +7.5% |
| 1Y | +14.9% | +11.4% | +3.6% | +7.3% |
| 3Y | +113.4% | +11.1% | +102.3% | +93.9% |
| 5Y | +190.2% | +18.5% | +171.7% | +154.4% |
| 10Y | +259.9% | +32.2% | +227.6% | +189.0% |
| All | +259.9% | +30.9% | +228.9% | +189.0% |
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