+283.3%
WMB vs IEF
+7.5%
+275.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.5% |
| 7D | +8.1% | -1.9% | +10.0% | +7.4% |
| 30D | -6.9% | +1.1% | -8.0% | -6.5% |
| 3M | -5.1% | -1.9% | -3.2% | -5.7% |
| 6M | -5.7% | -2.4% | -3.3% | -6.4% |
| YTD | +18.1% | -3.0% | +21.1% | +17.0% |
| 1Y | +18.4% | -3.1% | +21.5% | +17.3% |
| 3Y | +122.7% | +10.7% | +112.0% | +131.4% |
| 5Y | +202.0% | -8.0% | +210.0% | +166.9% |
| All | +283.3% | +7.5% | +275.8% | +276.6% |
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