+141.9%
WMB vs EQX
+168.9%
-27.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.7% |
| 7D | -1.0% | -3.2% | +2.2% | -0.9% |
| 30D | -0.4% | +7.8% | -8.2% | -0.9% |
| 3M | +3.2% | +21.3% | -18.1% | +1.9% |
| 6M | +0.1% | -22.4% | +22.5% | +1.4% |
| YTD | +23.9% | -11.3% | +35.2% | +23.7% |
| 1Y | +27.6% | +13.5% | +14.1% | +24.5% |
| 3Y | +141.9% | +162.1% | -20.2% | +115.6% |
| All | +141.9% | +168.9% | -27.0% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling