+264.5%
WMB vs EXPD
+304.0%
-39.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | -13.8% | -7.2% | -6.7% | -11.7% |
| 30D | -10.3% | -3.3% | -7.1% | -9.4% |
| 3M | -10.1% | +3.4% | -13.4% | -11.1% |
| 6M | -11.8% | +22.7% | -34.5% | -17.7% |
| YTD | +8.9% | +24.5% | -15.6% | 0.0% |
| 1Y | +14.0% | +38.6% | -24.7% | +0.6% |
| 3Y | +100.5% | +71.5% | +29.0% | +58.2% |
| 5Y | +179.5% | +56.2% | +123.3% | +124.3% |
| All | +264.5% | +304.0% | -39.6% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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