+100.5%
WMB vs EL
+3.8%
+96.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.3% |
| 7D | -13.8% | +0.8% | -14.6% | -13.8% |
| 30D | -10.3% | +16.5% | -26.9% | -10.4% |
| 3M | -10.1% | +29.2% | -39.2% | -10.2% |
| 6M | -11.8% | +27.9% | -39.8% | -11.9% |
| YTD | +8.9% | +6.2% | +2.8% | +9.2% |
| 1Y | +14.0% | +27.2% | -13.2% | +13.2% |
| 3Y | +100.5% | +3.2% | +97.3% | +96.3% |
| All | +100.5% | +3.8% | +96.8% | +96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling