+411.9%
WMB vs EW
+7,937.2%
-7,525.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -13.8% | +11.0% | -24.8% | -16.5% |
| 30D | -10.3% | +19.1% | -29.4% | -15.0% |
| 3M | -10.1% | +14.4% | -24.4% | -13.9% |
| 6M | -11.8% | +22.8% | -34.6% | -17.7% |
| YTD | +8.9% | +19.8% | -10.9% | +2.0% |
| 1Y | +14.0% | +23.9% | -9.9% | +5.6% |
| 3Y | +100.5% | +52.2% | +48.3% | +67.0% |
| 5Y | +179.5% | -13.9% | +193.4% | +168.3% |
| 10Y | +272.7% | +241.9% | +30.9% | +116.1% |
| All | +411.9% | +7,937.2% | -7,525.4% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling