+266.3%
WMB vs EXEL
+363.4%
-97.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | -6.9% | -2.4% | -4.5% | -6.6% |
| 30D | -7.2% | +17.9% | -25.1% | -9.6% |
| 3M | -5.4% | +33.3% | -38.7% | -9.8% |
| 6M | -4.9% | +46.6% | -51.4% | -10.9% |
| YTD | +14.7% | +61.0% | -46.3% | +5.2% |
| 1Y | +14.7% | +70.4% | -55.7% | +4.1% |
| 3Y | +116.4% | +236.1% | -119.7% | +69.1% |
| 5Y | +198.5% | +284.8% | -86.3% | +122.6% |
| 10Y | +266.3% | +348.4% | -82.1% | +176.2% |
| All | +266.3% | +363.4% | -97.1% | +176.2% |
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