+855.8%
WMB vs EXPE
+727.6%
+128.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +1.1% |
| 7D | -13.8% | -9.3% | -4.5% | -12.1% |
| 30D | -10.3% | +0.1% | -10.5% | -11.5% |
| 3M | -10.1% | -15.3% | +5.3% | -7.5% |
| 6M | -11.8% | +5.5% | -17.3% | -15.8% |
| YTD | +8.9% | -8.0% | +16.9% | +5.8% |
| 1Y | +14.0% | +18.9% | -4.9% | +1.7% |
| 3Y | +100.5% | +135.5% | -35.0% | +37.9% |
| 5Y | +179.5% | +44.3% | +135.2% | +108.0% |
| 10Y | +272.7% | +117.7% | +155.0% | +113.1% |
| All | +855.8% | +727.6% | +128.2% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling