+281.4%
WMB vs ETR
+378.9%
-97.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +7.8% | +1.2% | +6.7% | +7.3% |
| 30D | -5.1% | +7.0% | -12.1% | -7.9% |
| 3M | -4.7% | +4.6% | -9.3% | -6.6% |
| 6M | -7.4% | +0.1% | -7.5% | -7.6% |
| YTD | +17.5% | +23.2% | -5.7% | +6.7% |
| 1Y | +19.5% | +20.6% | -1.1% | +9.5% |
| 3Y | +121.3% | +156.3% | -35.0% | +45.0% |
| 5Y | +200.5% | +159.6% | +40.9% | +93.7% |
| All | +281.4% | +378.9% | -97.6% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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