+4,666.7%
WMB vs EXC
+2,465.1%
+2,201.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.7% |
| 7D | -13.8% | -1.2% | -12.6% | -13.4% |
| 30D | -10.3% | +10.0% | -20.3% | -14.7% |
| 3M | -10.1% | +1.6% | -11.7% | -11.1% |
| 6M | -11.8% | +3.3% | -15.1% | -13.8% |
| YTD | +8.9% | +7.6% | +1.4% | +3.9% |
| 1Y | +14.0% | +3.5% | +10.5% | +10.7% |
| 3Y | +100.5% | +27.7% | +72.9% | +71.8% |
| 5Y | +179.5% | +41.1% | +138.4% | +123.9% |
| 10Y | +272.7% | +178.2% | +94.5% | +100.0% |
| All | +4,666.7% | +2,465.1% | +2,201.6% | +1,418.2% |
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