+149.0%
WMB vs EME
+249.1%
-100.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.3% | +1.8% |
| 7D | +0.8% | +5.2% | -4.4% | -0.2% |
| 30D | +7.7% | -5.4% | +13.1% | +8.7% |
| 3M | +6.7% | -6.1% | +12.8% | +7.4% |
| 6M | +3.6% | +9.7% | -6.0% | +0.3% |
| YTD | +28.0% | +26.6% | +1.4% | +19.4% |
| 1Y | +37.6% | +24.6% | +13.0% | +26.1% |
| 3Y | +149.0% | +249.6% | -100.6% | +84.6% |
| All | +149.0% | +249.1% | -100.1% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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