+1,984.8%
WMB vs EL
+1,685.7%
+299.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -0.8% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | +3.3% | +19.8% | -16.6% | -3.1% |
| 3M | +3.1% | +25.7% | -22.6% | -5.1% |
| 6M | -0.7% | +5.4% | -6.2% | -4.9% |
| YTD | +25.2% | +0.2% | +24.9% | +20.0% |
| 1Y | +32.9% | +20.4% | +12.4% | +18.5% |
| 3Y | +140.6% | -32.1% | +172.7% | +139.7% |
| 5Y | +273.5% | -67.2% | +340.6% | +366.6% |
| 10Y | +334.2% | +31.7% | +302.5% | +196.1% |
| All | +1,984.8% | +1,685.7% | +299.0% | +546.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling