+280.9%
WMB vs EL
+63.7%
+217.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.3% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | -7.1% | +12.3% | -19.4% | -9.0% |
| 3M | -4.0% | +28.4% | -32.4% | -8.5% |
| 6M | -5.7% | +36.7% | -42.5% | -11.6% |
| YTD | +17.2% | +8.4% | +8.8% | +13.2% |
| 1Y | +17.2% | +25.4% | -8.2% | +9.6% |
| 3Y | +121.1% | +3.4% | +117.6% | +105.0% |
| 5Y | +197.2% | -64.8% | +262.0% | +277.5% |
| 10Y | +280.9% | +63.0% | +218.0% | +183.7% |
| All | +280.9% | +63.7% | +217.2% | +183.7% |
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