+259.9%
WMB vs ES
+82.6%
+177.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | -6.7% | -0.1% | -6.6% | -6.7% |
| 30D | -8.6% | +5.7% | -14.3% | -10.1% |
| 3M | -4.9% | -2.8% | -2.1% | -4.4% |
| 6M | -6.3% | +7.0% | -13.3% | -8.3% |
| YTD | +13.0% | +6.8% | +6.2% | +10.4% |
| 1Y | +14.9% | -0.5% | +15.4% | +14.1% |
| 3Y | +113.4% | +47.2% | +66.2% | +86.8% |
| 5Y | +190.2% | +2.3% | +187.9% | +181.5% |
| 10Y | +259.9% | +85.6% | +174.2% | +232.3% |
| All | +259.9% | +82.6% | +177.3% | +232.3% |
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