+283.3%
WMB vs ESI
+321.1%
-37.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | +8.1% | +8.3% | -0.2% | +5.3% |
| 30D | -6.9% | -10.4% | +3.6% | -3.6% |
| 3M | -5.1% | -13.2% | +8.1% | -1.2% |
| 6M | -5.7% | -23.9% | +18.2% | +0.9% |
| YTD | +18.1% | +34.2% | -16.1% | +1.3% |
| 1Y | +18.4% | +22.2% | -3.8% | +4.8% |
| 3Y | +122.7% | +79.2% | +43.5% | +62.4% |
| 5Y | +202.0% | +38.1% | +163.9% | +137.7% |
| All | +283.3% | +321.1% | -37.8% | +70.8% |
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