+545.6%
WMB vs EXEL
+353.7%
+191.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.2% |
| 7D | -6.7% | +2.3% | -9.0% | -7.0% |
| 30D | -8.6% | +19.8% | -28.4% | -11.4% |
| 3M | -4.9% | +32.7% | -37.6% | -9.7% |
| 6M | -6.3% | +49.0% | -55.3% | -13.0% |
| YTD | +13.0% | +63.7% | -50.7% | +2.6% |
| 1Y | +14.9% | +75.8% | -60.9% | +2.9% |
| 3Y | +113.4% | +241.3% | -127.9% | +65.8% |
| 5Y | +190.2% | +289.0% | -98.9% | +116.3% |
| 10Y | +259.9% | +377.6% | -117.8% | +138.5% |
| All | +545.6% | +353.7% | +191.9% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling