+250.3%
WMB vs SE
+366.0%
-115.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -13.8% | +2.0% | -15.8% | -14.0% |
| 30D | -10.3% | -20.0% | +9.7% | -8.7% |
| 3M | -10.1% | -31.8% | +21.7% | -7.4% |
| 6M | -11.8% | -15.9% | +4.0% | -11.3% |
| YTD | +8.9% | -40.6% | +49.6% | +12.7% |
| 1Y | +14.0% | -50.7% | +64.6% | +19.9% |
| 3Y | +100.5% | +70.3% | +30.2% | +85.0% |
| 5Y | +179.5% | -78.8% | +258.3% | +205.6% |
| All | +250.3% | +366.0% | -115.8% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling