+280.9%
WMB vs XHB
+241.7%
+39.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +1.6% | -4.1% | +5.7% | +3.4% |
| 30D | -7.1% | +9.6% | -16.7% | -11.2% |
| 3M | -4.0% | -6.0% | +2.0% | -2.2% |
| 6M | -5.7% | +2.2% | -7.9% | -8.3% |
| YTD | +17.2% | +1.1% | +16.0% | +13.2% |
| 1Y | +17.2% | -1.7% | +18.9% | +14.6% |
| 3Y | +121.1% | +36.5% | +84.6% | +71.4% |
| 5Y | +197.2% | +33.5% | +163.7% | +125.9% |
| 10Y | +280.9% | +240.9% | +40.0% | +52.9% |
| All | +280.9% | +241.7% | +39.2% | +52.9% |
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