+281.4%
WMB vs XHB
+237.3%
+44.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +7.8% | -0.2% | +8.0% | +7.9% |
| 30D | -5.1% | +9.9% | -15.0% | -9.5% |
| 3M | -4.7% | -6.3% | +1.6% | -2.8% |
| 6M | -7.4% | +3.8% | -11.3% | -10.6% |
| YTD | +17.5% | +0.1% | +17.3% | +14.0% |
| 1Y | +19.5% | -0.8% | +20.3% | +16.2% |
| 3Y | +121.3% | +35.6% | +85.7% | +71.9% |
| 5Y | +200.5% | +29.6% | +171.0% | +132.6% |
| All | +281.4% | +237.3% | +44.0% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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