+281.4%
WMB vs ESI
+318.1%
-36.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +7.8% | +5.5% | +2.3% | +5.9% |
| 30D | -5.1% | -7.8% | +2.7% | -2.7% |
| 3M | -4.7% | -15.0% | +10.3% | -0.2% |
| 6M | -7.4% | -24.9% | +17.5% | -0.5% |
| YTD | +17.5% | +33.2% | -15.8% | +1.0% |
| 1Y | +19.5% | +24.9% | -5.5% | +4.9% |
| 3Y | +121.3% | +77.8% | +43.5% | +61.8% |
| 5Y | +200.5% | +37.1% | +163.4% | +137.1% |
| All | +281.4% | +318.1% | -36.7% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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