+101.1%
WMB vs EXPD
+72.7%
+28.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.5% | -0.9% | -5.1% |
| 7D | -14.2% | -4.8% | -9.4% | -13.9% |
| 30D | -11.2% | -1.5% | -9.7% | -11.1% |
| 3M | -9.9% | +4.1% | -14.0% | -9.9% |
| 6M | -14.4% | +24.0% | -38.4% | -15.0% |
| YTD | +9.2% | +27.4% | -18.2% | +8.0% |
| 1Y | +15.1% | +38.4% | -23.3% | +13.1% |
| All | +101.1% | +72.7% | +28.3% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling