+121.3%
WMB vs EXEL
+230.5%
-109.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +7.8% | -0.8% | +8.6% | +7.9% |
| 30D | -5.1% | +13.1% | -18.2% | -5.6% |
| 3M | -4.7% | +36.3% | -41.1% | -6.1% |
| 6M | -7.4% | +34.5% | -41.9% | -8.8% |
| YTD | +17.5% | +57.4% | -40.0% | +14.3% |
| 1Y | +19.5% | +62.9% | -43.5% | +15.8% |
| 3Y | +121.3% | +229.5% | -108.2% | +91.8% |
| All | +121.3% | +230.5% | -109.2% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling