+8,524.4%
WMB vs IEF
+127.0%
+8,397.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +0.6% |
| 7D | -6.9% | -0.2% | -6.7% | -7.0% |
| 30D | -7.2% | +1.8% | -9.0% | -5.2% |
| 3M | -5.4% | -1.2% | -4.2% | -6.6% |
| 6M | -4.9% | -2.5% | -2.4% | -7.3% |
| YTD | +14.7% | -2.5% | +17.2% | +11.8% |
| 1Y | +14.7% | -2.3% | +17.0% | +12.1% |
| 3Y | +116.4% | +11.3% | +105.1% | +145.2% |
| 5Y | +198.5% | -7.6% | +206.1% | +158.5% |
| 10Y | +266.3% | +7.3% | +259.0% | +304.2% |
| All | +8,524.4% | +127.0% | +8,397.3% | +34,725.1% |
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