+264.5%
WMB vs ES
+85.7%
+178.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.5% |
| 7D | -13.8% | +1.9% | -15.7% | -14.3% |
| 30D | -10.3% | +7.1% | -17.4% | -12.1% |
| 3M | -10.1% | -1.9% | -8.1% | -9.8% |
| 6M | -11.8% | +4.4% | -16.2% | -13.1% |
| YTD | +8.9% | +7.3% | +1.6% | +6.4% |
| 1Y | +14.0% | +2.1% | +11.8% | +12.4% |
| 3Y | +100.5% | +41.8% | +58.7% | +77.7% |
| 5Y | +179.5% | +1.4% | +178.1% | +171.7% |
| All | +264.5% | +85.7% | +178.8% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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