+299.2%
WMB vs ESI
+224.6%
+74.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -1.0% |
| 7D | +0.6% | +3.3% | -2.8% | -0.7% |
| 30D | +3.3% | -5.9% | +9.1% | +5.4% |
| 3M | +3.1% | -14.1% | +17.2% | +7.3% |
| 6M | -0.7% | +6.6% | -7.3% | -6.7% |
| YTD | +25.2% | +45.0% | -19.9% | +2.9% |
| 1Y | +32.9% | +41.5% | -8.6% | +9.3% |
| 3Y | +140.6% | +78.8% | +61.8% | +71.5% |
| 5Y | +273.5% | +70.9% | +202.6% | +160.7% |
| 10Y | +334.2% | +317.1% | +17.1% | +79.5% |
| All | +299.2% | +224.6% | +74.6% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling