+4,679.4%
WMB vs ES
+1,275.7%
+3,403.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.4% | -6.3% |
| 7D | -14.2% | +5.9% | -20.1% | -16.6% |
| 30D | -11.2% | +10.2% | -21.4% | -15.4% |
| 3M | -9.9% | +0.4% | -10.3% | -10.4% |
| 6M | -14.4% | +6.9% | -21.2% | -17.4% |
| YTD | +9.2% | +10.5% | -1.3% | +3.3% |
| 1Y | +15.1% | +3.2% | +11.9% | +11.6% |
| 3Y | +99.2% | +49.0% | +50.2% | +57.8% |
| 5Y | +180.2% | +4.5% | +175.8% | +159.1% |
| 10Y | +273.7% | +92.3% | +181.4% | +132.7% |
| All | +4,679.4% | +1,275.7% | +3,403.6% | +1,043.8% |
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 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