+149.0%
WMB vs XHB
+26.5%
+122.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.5% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | +7.7% | -9.1% | +16.8% | +8.7% |
| 3M | +6.7% | -2.3% | +9.0% | +6.7% |
| 6M | +3.6% | -4.1% | +7.8% | +3.8% |
| YTD | +28.0% | -1.7% | +29.7% | +27.5% |
| 1Y | +37.6% | -15.1% | +52.7% | +40.1% |
| 3Y | +149.0% | +26.8% | +122.2% | +127.4% |
| All | +149.0% | +26.5% | +122.6% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling