+113.4%
WMB vs ETR
+153.6%
-40.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.2% |
| 7D | -6.7% | +1.7% | -8.4% | -7.4% |
| 30D | -8.6% | +8.7% | -17.3% | -11.9% |
| 3M | -4.9% | +4.9% | -9.8% | -7.0% |
| 6M | -6.3% | +0.8% | -7.1% | -6.8% |
| YTD | +13.0% | +23.1% | -10.2% | +2.8% |
| 1Y | +14.9% | +17.9% | -3.0% | +6.6% |
| 3Y | +113.4% | +154.5% | -41.1% | +48.1% |
| All | +113.4% | +153.6% | -40.2% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling