+283.3%
WMB vs EL
+60.4%
+222.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | +8.1% | +2.7% | +5.4% | +7.6% |
| 30D | -6.9% | +10.8% | -17.7% | -8.6% |
| 3M | -5.1% | +26.5% | -31.6% | -9.3% |
| 6M | -5.7% | +31.1% | -36.8% | -10.9% |
| YTD | +18.1% | +6.6% | +11.4% | +14.3% |
| 1Y | +18.4% | +21.8% | -3.4% | +11.3% |
| 3Y | +122.7% | +1.8% | +121.0% | +107.1% |
| 5Y | +202.0% | -65.6% | +267.6% | +285.8% |
| All | +283.3% | +60.4% | +222.9% | +185.5% |
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