+120.7%
WMB vs EXC
+30.0%
+90.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +1.6% | -1.4% | +2.9% | +1.9% |
| 30D | -7.1% | +8.3% | -15.4% | -9.1% |
| 3M | -4.0% | +2.6% | -6.6% | -4.8% |
| 6M | -5.7% | +5.2% | -10.9% | -7.1% |
| YTD | +17.2% | +7.5% | +9.6% | +14.5% |
| 1Y | +17.2% | +3.2% | +14.0% | +15.7% |
| All | +120.7% | +30.0% | +90.7% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling