+180.2%
WMB vs EXPD
+52.5%
+127.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.5% | -0.9% | -4.6% |
| 7D | -14.2% | -4.8% | -9.4% | -13.5% |
| 30D | -11.2% | -1.5% | -9.7% | -11.0% |
| 3M | -9.9% | +4.1% | -14.0% | -10.4% |
| 6M | -14.4% | +24.0% | -38.4% | -17.3% |
| YTD | +9.2% | +27.4% | -18.2% | +4.4% |
| 1Y | +15.1% | +38.4% | -23.3% | +8.1% |
| 3Y | +99.2% | +73.2% | +26.0% | +74.7% |
| 5Y | +180.2% | +59.9% | +120.4% | +138.7% |
| All | +180.2% | +52.5% | +127.8% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling