+281.4%
WMB vs IEF
+7.3%
+274.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.6% |
| 7D | +7.8% | -2.0% | +9.8% | +7.1% |
| 30D | -5.1% | +0.7% | -5.8% | -4.8% |
| 3M | -4.7% | -2.5% | -2.2% | -5.5% |
| 6M | -7.4% | -2.6% | -4.8% | -8.1% |
| YTD | +17.5% | -3.2% | +20.7% | +16.3% |
| 1Y | +19.5% | -3.0% | +22.5% | +18.4% |
| 3Y | +121.3% | +10.5% | +110.7% | +129.8% |
| 5Y | +200.5% | -8.2% | +208.7% | +165.3% |
| All | +281.4% | +7.3% | +274.0% | +274.4% |
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