+313.2%
WMB vs ETR
+288.4%
+24.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +4.6% | +2.0% | +2.5% | +3.7% |
| 3M | +5.7% | -1.7% | +7.4% | +6.5% |
| 6M | +4.2% | +3.6% | +0.6% | +2.3% |
| YTD | +26.8% | +18.0% | +8.8% | +17.5% |
| 1Y | +34.7% | +26.2% | +8.4% | +21.0% |
| 3Y | +146.8% | +148.0% | -1.2% | +64.4% |
| 5Y | +285.0% | +126.1% | +159.0% | +163.9% |
| 10Y | +313.2% | +302.3% | +10.9% | +178.0% |
| All | +313.2% | +288.4% | +24.8% | +178.0% |
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