+794.3%
WMB vs ET
+1,310.3%
-516.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +7.8% | +2.5% | +5.3% | +6.1% |
| 30D | -5.1% | -2.5% | -2.6% | -3.4% |
| 3M | -4.7% | -4.9% | +0.1% | -1.3% |
| 6M | -7.4% | -0.1% | -7.3% | -7.1% |
| YTD | +17.5% | +26.2% | -8.8% | +1.1% |
| 1Y | +19.5% | +25.2% | -5.7% | +3.3% |
| 3Y | +121.3% | +84.2% | +37.1% | +47.4% |
| 5Y | +200.5% | +216.1% | -15.6% | +37.6% |
| 10Y | +281.9% | +160.7% | +121.2% | +67.7% |
| All | +794.3% | +1,310.3% | -516.0% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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