+180.3%
WMB vs EXPE
+43.3%
+137.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.1% |
| 7D | -13.8% | -9.3% | -4.5% | -13.3% |
| 30D | -10.3% | +0.1% | -10.5% | -10.6% |
| 3M | -10.1% | -15.3% | +5.3% | -9.2% |
| 6M | -11.8% | +5.5% | -17.3% | -13.0% |
| YTD | +8.9% | -8.0% | +16.9% | +8.4% |
| 1Y | +14.0% | +18.9% | -4.9% | +9.4% |
| 3Y | +100.5% | +135.5% | -35.0% | +73.9% |
| All | +180.3% | +43.3% | +137.0% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling