+9,311.3%
WMB vs IEF
+129.4%
+9,182.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +0.6% | -0.3% | +0.9% | +0.3% |
| 30D | +3.3% | -0.8% | +4.0% | +2.4% |
| 3M | +3.1% | -1.0% | +4.1% | +2.1% |
| 6M | -0.7% | -2.8% | +2.1% | -3.6% |
| YTD | +25.2% | -1.5% | +26.7% | +23.2% |
| 1Y | +32.9% | -0.4% | +33.3% | +32.4% |
| 3Y | +140.6% | +9.7% | +130.9% | +166.7% |
| 5Y | +273.5% | -8.3% | +281.8% | +217.9% |
| 10Y | +334.2% | +4.6% | +329.6% | +357.9% |
| All | +9,311.3% | +129.4% | +9,182.0% | +38,285.3% |
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