+506.2%
WMB vs EWT
+594.1%
-87.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -1.0% |
| 7D | +0.6% | +4.0% | -3.4% | -1.7% |
| 30D | +3.3% | +10.3% | -7.0% | -2.7% |
| 3M | +3.1% | +6.1% | -2.9% | -2.4% |
| 6M | -0.7% | +56.6% | -57.3% | -26.9% |
| YTD | +25.2% | +76.6% | -51.4% | -14.7% |
| 1Y | +32.9% | +97.9% | -65.0% | -16.1% |
| 3Y | +140.6% | +198.0% | -57.4% | +13.8% |
| 5Y | +273.5% | +151.8% | +121.7% | +92.7% |
| 10Y | +334.2% | +514.1% | -179.9% | +25.6% |
| All | +506.2% | +594.1% | -87.9% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling