+386.0%
WMB vs EQX
+226.7%
+159.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.1% | +2.0% | -2.6% |
| 7D | -1.7% | -7.0% | +5.4% | -1.0% |
| 30D | +0.7% | +4.8% | -4.1% | +0.1% |
| 3M | +1.5% | +25.6% | -24.1% | -1.2% |
| 6M | +0.1% | -25.8% | +25.9% | +2.1% |
| YTD | +22.9% | -12.7% | +35.7% | +22.5% |
| 1Y | +27.9% | +14.1% | +13.8% | +23.2% |
| 3Y | +139.1% | +165.7% | -26.6% | +102.9% |
| 5Y | +270.9% | +81.2% | +189.7% | +216.5% |
| All | +386.0% | +226.7% | +159.3% | +326.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling