+746.2%
WMB vs XHB
+182.7%
+563.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +1.8% |
| 7D | -6.7% | +1.3% | -8.0% | -7.6% |
| 30D | -8.6% | +11.8% | -20.4% | -14.4% |
| 3M | -4.9% | -3.8% | -1.1% | -4.0% |
| 6M | -6.3% | +4.1% | -10.4% | -10.3% |
| YTD | +13.0% | +4.0% | +9.0% | +6.8% |
| 1Y | +14.9% | +1.6% | +13.4% | +9.7% |
| 3Y | +113.4% | +43.2% | +70.2% | +58.5% |
| 5Y | +190.2% | +35.8% | +154.3% | +112.4% |
| 10Y | +259.9% | +259.3% | +0.6% | +41.6% |
| All | +746.2% | +182.7% | +563.5% | +194.2% |
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