+121.3%
WMB vs EMB
+29.8%
+91.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +7.8% | -0.9% | +8.7% | +8.4% |
| 30D | -5.1% | +0.4% | -5.4% | -5.4% |
| 3M | -4.7% | -3.1% | -1.6% | -2.9% |
| 6M | -7.4% | -2.1% | -5.3% | -6.4% |
| YTD | +17.5% | -1.1% | +18.6% | +17.7% |
| 1Y | +19.5% | -0.1% | +19.5% | +18.7% |
| 3Y | +121.3% | +29.6% | +91.7% | +91.4% |
| All | +121.3% | +29.8% | +91.5% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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