+302.4%
WMB vs SE
+589.8%
-287.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +0.6% | -6.1% | +6.7% | +1.1% |
| 30D | +3.3% | -2.5% | +5.7% | +3.3% |
| 3M | +3.1% | +21.7% | -18.6% | +0.9% |
| 6M | -0.7% | +27.0% | -27.7% | -3.6% |
| YTD | +25.2% | -12.1% | +37.3% | +25.4% |
| 1Y | +32.9% | -40.9% | +73.8% | +38.0% |
| 3Y | +140.6% | +191.0% | -50.4% | +111.7% |
| 5Y | +273.5% | -68.3% | +341.7% | +294.2% |
| All | +302.4% | +589.8% | -287.4% | +162.8% |
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