+8,777.5%
WMB vs IEF
+125.8%
+8,651.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | -0.1% |
| 7D | +8.1% | -1.9% | +10.0% | +5.8% |
| 30D | -6.9% | +1.1% | -8.0% | -5.6% |
| 3M | -5.1% | -1.9% | -3.2% | -7.0% |
| 6M | -5.7% | -2.4% | -3.3% | -8.0% |
| YTD | +18.1% | -3.0% | +21.1% | +14.4% |
| 1Y | +18.4% | -3.1% | +21.5% | +14.6% |
| 3Y | +122.7% | +10.7% | +112.0% | +150.9% |
| 5Y | +202.0% | -8.0% | +210.0% | +160.5% |
| 10Y | +283.8% | +6.9% | +276.9% | +322.5% |
| All | +8,777.5% | +125.8% | +8,651.7% | +35,541.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling