+5,376.0%
WMB vs EXC
+2,353.7%
+3,022.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | +3.3% | -3.7% | +7.0% | +5.2% |
| 3M | +3.1% | -1.3% | +4.4% | +3.6% |
| 6M | -0.7% | -9.7% | +9.0% | +4.0% |
| YTD | +25.2% | +2.9% | +22.3% | +22.4% |
| 1Y | +32.9% | +4.4% | +28.5% | +28.8% |
| 3Y | +140.6% | +22.2% | +118.3% | +111.1% |
| 5Y | +273.5% | +46.7% | +226.7% | +193.6% |
| 10Y | +334.2% | +155.3% | +178.9% | +144.0% |
| All | +5,376.0% | +2,353.7% | +3,022.3% | +1,688.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling