+303.7%
WMB vs EXC
+152.8%
+150.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | +3.3% | -3.7% | +7.0% | +4.9% |
| 3M | +3.1% | -1.3% | +4.4% | +3.5% |
| 6M | -0.7% | -9.7% | +9.0% | +3.3% |
| YTD | +25.2% | +2.9% | +22.3% | +22.9% |
| 1Y | +32.9% | +4.4% | +28.5% | +29.4% |
| 3Y | +140.6% | +22.2% | +118.3% | +115.0% |
| 5Y | +273.5% | +46.7% | +226.7% | +202.6% |
| All | +303.7% | +152.8% | +150.8% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling