+200.8%
WMB vs EW
-7.9%
+208.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +7.8% | +4.9% | +2.9% | +7.3% |
| 30D | -5.1% | +23.9% | -29.0% | -7.3% |
| 3M | -4.7% | +15.8% | -20.5% | -6.3% |
| 6M | -7.4% | +31.7% | -39.1% | -10.4% |
| YTD | +17.5% | +25.7% | -8.2% | +14.1% |
| 1Y | +19.5% | +24.4% | -5.0% | +16.2% |
| 3Y | +121.3% | +65.9% | +55.4% | +103.1% |
| All | +200.8% | -7.9% | +208.7% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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