+122.4%
WMB vs EXPE
+124.3%
-1.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +8.1% | -4.2% | +12.3% | +8.2% |
| 30D | -6.9% | -4.5% | -2.3% | -6.8% |
| 3M | -5.1% | -19.7% | +14.6% | -4.2% |
| 6M | -5.7% | +18.3% | -24.0% | -7.4% |
| YTD | +18.1% | -7.3% | +25.4% | +18.1% |
| 1Y | +18.4% | -3.9% | +22.3% | +17.7% |
| All | +122.4% | +124.3% | -1.9% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling