+259.9%
WMB vs ESI
+323.5%
-63.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +2.0% |
| 7D | -6.7% | -3.5% | -3.2% | -5.6% |
| 30D | -8.6% | -9.3% | +0.7% | -5.7% |
| 3M | -4.9% | -12.8% | +7.9% | -1.2% |
| 6M | -6.3% | -24.6% | +18.3% | +0.6% |
| YTD | +13.0% | +32.7% | -19.8% | -2.7% |
| 1Y | +14.9% | +20.3% | -5.4% | +2.3% |
| 3Y | +113.4% | +80.2% | +33.2% | +55.1% |
| 5Y | +190.2% | +40.0% | +150.2% | +126.8% |
| 10Y | +259.9% | +310.8% | -50.9% | +59.6% |
| All | +259.9% | +323.5% | -63.6% | +59.6% |
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