+322.0%
WMB vs EXE
+191.4%
+130.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +0.6% | -0.3% | +0.8% | +0.7% |
| 30D | +3.3% | +8.5% | -5.2% | 0.0% |
| 3M | +3.1% | +5.5% | -2.3% | +0.7% |
| 6M | -0.7% | -5.9% | +5.2% | +1.1% |
| YTD | +25.2% | -9.7% | +34.9% | +28.8% |
| 1Y | +32.9% | +3.6% | +29.3% | +28.6% |
| 3Y | +140.6% | +18.0% | +122.5% | +119.7% |
| 5Y | +273.5% | +109.4% | +164.0% | +171.8% |
| All | +322.0% | +191.4% | +130.6% | +175.3% |
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