+303.7%
WMB vs EXPE
+176.0%
+127.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +0.6% | -9.5% | +10.1% | +2.7% |
| 30D | +3.3% | -6.6% | +9.9% | +4.6% |
| 3M | +3.1% | +31.4% | -28.2% | -3.6% |
| 6M | -0.7% | +35.2% | -35.9% | -8.7% |
| YTD | +25.2% | +5.8% | +19.4% | +20.6% |
| 1Y | +32.9% | +38.7% | -5.8% | +18.7% |
| 3Y | +140.6% | +175.8% | -35.2% | +71.7% |
| 5Y | +273.5% | +111.8% | +161.6% | +164.7% |
| All | +303.7% | +176.0% | +127.6% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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