+280.4%
WMB vs IEF
+8.4%
+272.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.1% |
| 7D | +1.6% | -0.8% | +2.3% | +1.3% |
| 30D | -7.1% | +2.0% | -9.1% | -6.4% |
| 3M | -4.0% | -1.1% | -2.9% | -4.3% |
| 6M | -5.7% | -1.9% | -3.8% | -6.2% |
| YTD | +17.2% | -2.2% | +19.4% | +16.4% |
| 1Y | +17.2% | -2.3% | +19.5% | +16.4% |
| 3Y | +121.1% | +11.6% | +109.5% | +130.3% |
| 5Y | +197.2% | -7.1% | +204.2% | +163.9% |
| All | +280.4% | +8.4% | +272.0% | +274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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