+3,498.8%
WMB vs EME
+61,143.5%
-57,644.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.6% |
| 7D | +0.6% | +1.9% | -1.3% | -0.2% |
| 30D | +3.3% | -8.3% | +11.5% | +6.6% |
| 3M | +3.1% | -10.7% | +13.9% | +5.9% |
| 6M | -0.7% | +1.9% | -2.6% | -4.1% |
| YTD | +25.2% | +23.5% | +1.7% | +11.1% |
| 1Y | +32.9% | +18.0% | +14.9% | +17.8% |
| 3Y | +140.6% | +236.1% | -95.6% | +32.0% |
| 5Y | +273.5% | +527.9% | -254.4% | +53.5% |
| 10Y | +334.2% | +1,252.8% | -918.6% | +24.6% |
| All | +3,498.8% | +61,143.5% | -57,644.7% | +435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling