+190.2%
WMB vs XHB
+38.1%
+152.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.1% |
| 7D | -6.7% | +1.3% | -8.0% | -6.9% |
| 30D | -8.6% | +11.8% | -20.4% | -10.5% |
| 3M | -4.9% | -3.8% | -1.1% | -4.4% |
| 6M | -6.3% | +4.1% | -10.4% | -7.5% |
| YTD | +13.0% | +4.0% | +9.0% | +11.0% |
| 1Y | +14.9% | +1.6% | +13.4% | +13.4% |
| 3Y | +113.4% | +43.2% | +70.2% | +85.4% |
| 5Y | +190.2% | +35.8% | +154.3% | +141.3% |
| All | +190.2% | +38.1% | +152.1% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling