+298.4%
WMB vs IEF
+3.8%
+294.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.7% |
| 7D | -1.0% | -1.3% | +0.3% | -1.5% |
| 30D | -0.4% | -1.7% | +1.3% | -1.0% |
| 3M | +3.2% | -2.5% | +5.7% | +2.3% |
| 6M | +0.1% | -3.3% | +3.3% | -1.0% |
| YTD | +23.9% | -2.8% | +26.7% | +22.7% |
| 1Y | +27.6% | -2.7% | +30.3% | +26.5% |
| 3Y | +141.9% | +8.9% | +133.0% | +149.5% |
| 5Y | +273.8% | -9.4% | +283.2% | +224.0% |
| All | +298.4% | +3.8% | +294.6% | +278.8% |
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