+615.2%
WMB vs EXEL
+273.2%
+342.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.6% | +8.4% | -7.8% | -0.8% |
| 30D | +3.3% | +4.1% | -0.8% | +2.4% |
| 3M | +3.1% | +12.4% | -9.3% | +0.7% |
| 6M | -0.7% | +41.5% | -42.3% | -7.2% |
| YTD | +25.2% | +34.6% | -9.5% | +17.7% |
| 1Y | +32.9% | +57.9% | -25.0% | +20.8% |
| 3Y | +140.6% | +159.5% | -18.9% | +95.8% |
| 5Y | +273.5% | +198.5% | +75.0% | +191.3% |
| 10Y | +334.2% | +411.4% | -77.1% | +181.5% |
| All | +615.2% | +273.2% | +342.0% | +175.8% |
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 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