+37.6%
WMB vs EL
+15.2%
+22.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.1% |
| 7D | +0.8% | +1.7% | -0.9% | +0.9% |
| 30D | +7.7% | +15.5% | -7.8% | +9.2% |
| 3M | +6.7% | +20.6% | -13.8% | +8.7% |
| 6M | +3.6% | +10.5% | -6.8% | +5.5% |
| YTD | +28.0% | -1.9% | +29.9% | +29.2% |
| 1Y | +37.6% | +16.1% | +21.5% | +41.0% |
| All | +37.6% | +15.2% | +22.5% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling