+285.0%
WMB vs EOSE
-69.1%
+354.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.8% |
| 7D | 0.0% | +15.0% | -15.0% | -0.5% |
| 30D | +4.6% | +2.5% | +2.1% | +4.3% |
| 3M | +5.7% | -33.7% | +39.5% | +6.7% |
| 6M | +4.2% | -32.7% | +36.9% | +4.4% |
| YTD | +26.8% | -63.8% | +90.6% | +29.1% |
| 1Y | +34.7% | -40.5% | +75.2% | +33.5% |
| 3Y | +146.8% | +50.4% | +96.4% | +126.8% |
| 5Y | +285.0% | -68.6% | +353.6% | +263.0% |
| All | +285.0% | -69.1% | +354.1% | +263.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling