+422.1%
WMB vs EOSE
-61.3%
+483.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.9% | -10.7% | -0.2% |
| 7D | +0.6% | +19.0% | -18.4% | 0.0% |
| 30D | +3.3% | +1.6% | +1.7% | +3.1% |
| 3M | +3.1% | -52.0% | +55.1% | +5.0% |
| 6M | -0.7% | -42.5% | +41.8% | -0.1% |
| YTD | +25.2% | -66.1% | +91.3% | +27.4% |
| 1Y | +32.9% | -47.1% | +80.0% | +32.4% |
| 3Y | +140.6% | +0.8% | +139.8% | +126.4% |
| 5Y | +273.5% | -71.7% | +345.1% | +237.2% |
| All | +422.1% | -61.3% | +483.4% | +402.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling