+412.9%
WMB vs EOSE
-60.6%
+473.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -1.8% | +1.8% | -3.6% | -1.8% |
| 30D | -1.2% | -6.8% | +5.7% | -1.1% |
| 3M | +2.5% | -36.3% | +38.8% | +3.4% |
| 6M | -0.7% | -38.8% | +38.1% | -0.2% |
| YTD | +23.0% | -65.5% | +88.5% | +25.1% |
| 1Y | +26.7% | -45.3% | +72.0% | +26.1% |
| 3Y | +140.2% | +44.2% | +96.0% | +123.6% |
| 5Y | +271.1% | -69.5% | +340.6% | +234.8% |
| All | +412.9% | -60.6% | +473.6% | +393.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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