+247.5%
WMB vs ESI
+182.6%
+64.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.0% |
| 7D | -13.8% | -8.5% | -5.3% | -10.9% |
| 30D | -10.3% | -15.7% | +5.3% | -4.6% |
| 3M | -10.1% | -18.2% | +8.2% | -3.7% |
| 6M | -11.8% | -28.8% | +17.0% | -2.4% |
| YTD | +8.9% | +26.3% | -17.3% | -6.1% |
| 1Y | +14.0% | +18.2% | -4.3% | +0.5% |
| 3Y | +100.5% | +68.1% | +32.4% | +45.3% |
| 5Y | +179.5% | +28.8% | +150.7% | +119.3% |
| 10Y | +272.7% | +329.8% | -57.1% | +50.5% |
| All | +247.5% | +182.6% | +64.9% | +55.1% |
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