+5,376.0%
WMB vs EXPD
+30,859.1%
-25,483.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +0.6% | -1.1% | +1.7% | +0.9% |
| 30D | +3.3% | +4.1% | -0.8% | +2.0% |
| 3M | +3.1% | +17.9% | -14.8% | -2.0% |
| 6M | -0.7% | +29.2% | -29.9% | -8.5% |
| YTD | +25.2% | +27.4% | -2.2% | +15.0% |
| 1Y | +32.9% | +56.8% | -24.0% | +14.2% |
| 3Y | +140.6% | +68.0% | +72.5% | +99.0% |
| 5Y | +273.5% | +61.9% | +211.6% | +206.7% |
| 10Y | +334.2% | +316.0% | +18.2% | +167.1% |
| All | +5,376.0% | +30,859.1% | -25,483.1% | +2,056.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling