+302.1%
WMB vs EXEL
+380.2%
-78.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.5% | +2.6% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | +7.7% | +6.7% | +1.1% | +6.5% |
| 3M | +6.7% | +11.5% | -4.8% | +4.6% |
| 6M | +3.6% | +38.8% | -35.2% | -2.2% |
| YTD | +28.0% | +31.6% | -3.6% | +21.5% |
| 1Y | +37.6% | +53.0% | -15.4% | +26.8% |
| 3Y | +149.0% | +160.8% | -11.8% | +104.0% |
| 5Y | +285.3% | +190.1% | +95.2% | +203.6% |
| 10Y | +302.1% | +367.0% | -64.9% | +193.3% |
| All | +302.1% | +380.2% | -78.1% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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