+331.5%
WMB vs EXE
+192.2%
+139.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +0.8% | -1.8% | +2.6% | +1.5% |
| 30D | +7.7% | +6.4% | +1.3% | +5.1% |
| 3M | +6.7% | +9.2% | -2.5% | +2.8% |
| 6M | +3.6% | -7.0% | +10.6% | +6.0% |
| YTD | +28.0% | -9.5% | +37.5% | +31.6% |
| 1Y | +37.6% | +6.2% | +31.4% | +31.9% |
| 3Y | +149.0% | +20.7% | +128.3% | +125.5% |
| 5Y | +285.3% | +103.6% | +181.7% | +183.2% |
| All | +331.5% | +192.2% | +139.3% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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