+259.9%
WMB vs EL
+63.1%
+196.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.2% |
| 7D | -6.7% | +8.0% | -14.7% | -7.9% |
| 30D | -8.6% | +15.4% | -24.0% | -10.8% |
| 3M | -4.9% | +28.5% | -33.4% | -9.4% |
| 6M | -6.3% | +32.2% | -38.5% | -11.6% |
| YTD | +13.0% | +9.2% | +3.8% | +9.0% |
| 1Y | +14.9% | +30.8% | -15.9% | +6.6% |
| 3Y | +113.4% | +3.7% | +109.7% | +98.0% |
| 5Y | +190.2% | -64.8% | +254.9% | +269.2% |
| 10Y | +259.9% | +60.0% | +199.8% | +169.0% |
| All | +259.9% | +63.1% | +196.8% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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