+280.9%
WMB vs EXE
+155.8%
+125.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.1% |
| 7D | -6.7% | -3.9% | -2.7% | -5.1% |
| 30D | -8.6% | -2.6% | -6.0% | -7.5% |
| 3M | -4.9% | -6.9% | +1.9% | -2.4% |
| 6M | -6.3% | -9.3% | +3.0% | -3.0% |
| YTD | +13.0% | -20.7% | +33.7% | +22.2% |
| 1Y | +14.9% | -21.8% | +36.8% | +24.8% |
| 3Y | +113.4% | +16.2% | +97.2% | +96.3% |
| 5Y | +190.2% | +61.1% | +129.0% | +133.3% |
| All | +280.9% | +155.8% | +125.1% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling