+166.2%
WMB vs BOXX
+18.4%
+147.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | 0.0% | +0.1% | -0.1% | -0.3% |
| 30D | +4.6% | +0.3% | +4.3% | +3.1% |
| 3M | +5.7% | +1.0% | +4.8% | +1.2% |
| 6M | +4.2% | +1.9% | +2.3% | -3.6% |
| YTD | +26.8% | +2.6% | +24.2% | +14.4% |
| 1Y | +34.7% | +4.0% | +30.7% | +15.3% |
| 3Y | +146.8% | +14.6% | +132.2% | +70.9% |
| All | +166.2% | +18.4% | +147.8% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling