+5,376.0%
WMB vs EMR
+4,039.8%
+1,336.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.9% |
| 7D | +0.6% | -1.5% | +2.1% | +1.4% |
| 30D | +3.3% | -5.6% | +8.9% | +6.5% |
| 3M | +3.1% | +7.9% | -4.8% | -2.5% |
| 6M | -0.7% | +6.0% | -6.7% | -6.6% |
| YTD | +25.2% | +16.4% | +8.7% | +10.0% |
| 1Y | +32.9% | +16.6% | +16.2% | +15.6% |
| 3Y | +140.6% | +62.9% | +77.7% | +63.0% |
| 5Y | +273.5% | +60.1% | +213.4% | +149.2% |
| 10Y | +334.2% | +268.8% | +65.5% | +67.6% |
| All | +5,376.0% | +4,039.8% | +1,336.2% | +695.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling