+5,376.0%
WMB vs ES
+1,243.3%
+4,132.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | +3.3% | -2.0% | +5.2% | +4.2% |
| 3M | +3.1% | +1.7% | +1.5% | +2.1% |
| 6M | -0.7% | -3.5% | +2.8% | +0.5% |
| YTD | +25.2% | +7.9% | +17.3% | +20.0% |
| 1Y | +32.9% | +17.2% | +15.7% | +21.5% |
| 3Y | +140.6% | +29.3% | +111.3% | +103.7% |
| 5Y | +273.5% | -5.7% | +279.2% | +263.4% |
| 10Y | +334.2% | +85.2% | +249.0% | +176.1% |
| All | +5,376.0% | +1,243.3% | +4,132.7% | +1,229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling