+272.9%
WMB vs EWT
+435.9%
-163.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | -6.9% | -3.7% | -3.3% | -5.6% |
| 30D | -7.2% | -17.2% | +10.0% | +0.7% |
| 3M | -5.4% | -7.3% | +1.9% | -2.8% |
| 6M | -4.9% | -1.5% | -3.4% | -7.1% |
| YTD | +14.7% | +49.0% | -34.3% | -11.2% |
| 1Y | +14.7% | +50.6% | -35.9% | -11.8% |
| 3Y | +116.4% | +148.9% | -32.5% | +18.2% |
| 5Y | +198.5% | +116.1% | +82.5% | +76.5% |
| All | +272.9% | +435.9% | -163.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling