-5.2%
WMB vs XE
-63.6%
+58.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.5% |
| 7D | -6.9% | -0.1% | -6.8% | -7.0% |
| 30D | -7.2% | -20.0% | +12.8% | -7.8% |
| 3M | -5.4% | -46.9% | +41.4% | -7.7% |
| 6M | -4.9% | -63.7% | +58.8% | -7.9% |
| All | -5.2% | -63.6% | +58.4% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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