+190.2%
WMB vs EMR
+91.0%
+99.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +2.5% |
| 7D | -6.7% | +2.1% | -8.8% | -7.2% |
| 30D | -8.6% | +4.8% | -13.3% | -9.7% |
| 3M | -4.9% | +7.5% | -12.4% | -6.9% |
| 6M | -6.3% | +20.9% | -27.2% | -11.7% |
| YTD | +13.0% | +29.2% | -16.2% | +2.6% |
| 1Y | +14.9% | +33.0% | -18.0% | +3.2% |
| 3Y | +113.4% | +109.8% | +3.6% | +53.1% |
| 5Y | +190.2% | +91.9% | +98.2% | +110.9% |
| All | +190.2% | +91.0% | +99.2% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling