+837.4%
WMB vs XHB
+173.9%
+663.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.4% |
| 7D | +0.6% | -1.3% | +1.9% | +1.2% |
| 30D | +3.3% | -6.9% | +10.1% | +6.9% |
| 3M | +3.1% | -1.3% | +4.4% | +2.7% |
| 6M | -0.7% | -6.8% | +6.1% | +1.0% |
| YTD | +25.2% | +0.7% | +24.4% | +21.3% |
| 1Y | +32.9% | -11.2% | +44.1% | +37.2% |
| 3Y | +140.6% | +25.3% | +115.2% | +93.8% |
| 5Y | +273.5% | +37.3% | +236.1% | +172.8% |
| 10Y | +334.2% | +211.5% | +122.7% | +87.0% |
| All | +837.4% | +173.9% | +663.5% | +234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling