+121.3%
WMB vs EXE
+21.0%
+100.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +7.8% | +5.3% | +2.5% | +5.6% |
| 30D | -5.1% | -2.2% | -2.9% | -4.2% |
| 3M | -4.7% | -5.9% | +1.2% | -2.5% |
| 6M | -7.4% | -5.7% | -1.7% | -5.5% |
| YTD | +17.5% | -17.8% | +35.3% | +25.6% |
| 1Y | +19.5% | -23.1% | +42.6% | +31.4% |
| 3Y | +121.3% | +21.2% | +100.1% | +101.9% |
| All | +121.3% | +21.0% | +100.3% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling