+302.1%
WMB vs ESI
+307.6%
-5.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.1% |
| 7D | +0.8% | +5.4% | -4.6% | -0.9% |
| 30D | +7.7% | -4.2% | +11.9% | +9.0% |
| 3M | +6.7% | -9.6% | +16.3% | +8.6% |
| 6M | +3.6% | +18.3% | -14.7% | -5.2% |
| YTD | +28.0% | +45.8% | -17.8% | +7.6% |
| 1Y | +37.6% | +39.2% | -1.5% | +16.7% |
| 3Y | +149.0% | +86.3% | +62.8% | +81.3% |
| 5Y | +285.3% | +76.2% | +209.1% | +176.0% |
| 10Y | +302.1% | +306.8% | -4.7% | +85.6% |
| All | +302.1% | +307.6% | -5.5% | +85.6% |
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