+159.9%
WMB vs BOXX
+18.5%
+141.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.5% |
| 7D | -1.0% | +0.1% | -1.1% | -1.3% |
| 30D | -0.4% | +0.3% | -0.7% | -1.9% |
| 3M | +3.2% | +1.0% | +2.2% | -1.5% |
| 6M | +0.1% | +1.9% | -1.9% | -7.5% |
| YTD | +23.9% | +2.7% | +21.2% | +11.4% |
| 1Y | +27.6% | +4.0% | +23.6% | +9.1% |
| 3Y | +141.9% | +14.7% | +127.3% | +67.1% |
| All | +159.9% | +18.5% | +141.4% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 5y: compounded portfolio wealth divided by compounded BOXX 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…
5y analysis · Full analysis span regression · 6 months rolling