+266.3%
WMB vs ES
+87.3%
+178.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -6.9% | +0.9% | -7.8% | -7.2% |
| 30D | -7.2% | +5.9% | -13.1% | -8.8% |
| 3M | -5.4% | -1.0% | -4.4% | -5.3% |
| 6M | -4.9% | +7.2% | -12.0% | -6.9% |
| YTD | +14.7% | +7.0% | +7.7% | +12.0% |
| 1Y | +14.7% | +0.5% | +14.3% | +13.6% |
| 3Y | +116.4% | +48.7% | +67.7% | +88.9% |
| 5Y | +198.5% | +1.9% | +196.6% | +189.8% |
| 10Y | +266.3% | +89.2% | +177.1% | +241.8% |
| All | +266.3% | +87.3% | +178.9% | +241.8% |
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