+149.0%
WMB vs ETR
+153.2%
-4.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +1.8% |
| 7D | +0.8% | +1.4% | -0.6% | +0.2% |
| 30D | +7.7% | +1.9% | +5.8% | +6.9% |
| 3M | +6.7% | +1.0% | +5.7% | +6.3% |
| 6M | +3.6% | +4.8% | -1.2% | +1.4% |
| YTD | +28.0% | +19.5% | +8.5% | +18.1% |
| 1Y | +37.6% | +28.1% | +9.5% | +23.0% |
| 3Y | +149.0% | +151.1% | -2.1% | +73.0% |
| All | +149.0% | +153.2% | -4.1% | +73.0% |
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 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