+263.2%
WMB vs SE
+379.8%
-116.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.4% |
| 7D | -6.7% | +3.3% | -9.9% | -6.9% |
| 30D | -8.6% | -18.2% | +9.6% | -7.1% |
| 3M | -4.9% | -31.3% | +26.3% | -2.2% |
| 6M | -6.3% | -10.1% | +3.8% | -6.3% |
| YTD | +13.0% | -38.9% | +51.9% | +16.6% |
| 1Y | +14.9% | -48.0% | +62.9% | +20.3% |
| 3Y | +113.4% | +78.8% | +34.6% | +96.0% |
| 5Y | +190.2% | -77.1% | +267.3% | +214.5% |
| All | +263.2% | +379.8% | -116.5% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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