+390.0%
WMB vs EOSE
-81.0%
+471.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.7% |
| 7D | +7.8% | +9.8% | -2.0% | +7.5% |
| 30D | -5.1% | -2.1% | -3.0% | -5.3% |
| 3M | -4.7% | -54.1% | +49.4% | -3.0% |
| 6M | -7.4% | -76.9% | +69.5% | -4.1% |
| YTD | +17.5% | -83.3% | +100.8% | +21.6% |
| 1Y | +19.5% | -87.4% | +106.9% | +24.7% |
| 3Y | +121.3% | +61.9% | +59.4% | +104.7% |
| 5Y | +200.5% | -82.1% | +282.6% | +175.7% |
| All | +390.0% | -81.0% | +471.0% | +379.9% |
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