+313.2%
WMB vs EMR
+266.1%
+47.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | 0.0% | +0.9% | -0.9% | -0.5% |
| 30D | +4.6% | -5.0% | +9.5% | +7.2% |
| 3M | +5.7% | +5.9% | -0.2% | +1.5% |
| 6M | +4.2% | +7.3% | -3.1% | -2.0% |
| YTD | +26.8% | +14.6% | +12.3% | +13.4% |
| 1Y | +34.7% | +15.6% | +19.0% | +18.7% |
| 3Y | +146.8% | +60.2% | +86.6% | +69.2% |
| 5Y | +285.0% | +65.8% | +219.2% | +150.4% |
| 10Y | +313.2% | +277.4% | +35.8% | +45.6% |
| All | +313.2% | +266.1% | +47.1% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling