+276.8%
WMB vs ETR
+127.3%
+149.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.6% | +1.4% | -0.9% | -0.1% |
| 30D | +3.3% | +1.0% | +2.3% | +2.8% |
| 3M | +3.1% | -1.3% | +4.4% | +3.6% |
| 6M | -0.7% | +1.9% | -2.6% | -1.7% |
| YTD | +25.2% | +18.2% | +7.0% | +16.0% |
| 1Y | +32.9% | +24.7% | +8.2% | +20.2% |
| 3Y | +140.6% | +150.7% | -10.1% | +62.0% |
| All | +276.8% | +127.3% | +149.5% | +167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling