+266.3%
WMB vs XME
+270.2%
-3.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.4% |
| 7D | -6.9% | -0.2% | -6.7% | -6.9% |
| 30D | -7.2% | -9.2% | +2.0% | -3.2% |
| 3M | -5.4% | -17.8% | +12.3% | +2.5% |
| 6M | -4.9% | -20.0% | +15.1% | +2.9% |
| YTD | +14.7% | -6.6% | +21.3% | +13.1% |
| 1Y | +14.7% | +1.8% | +13.0% | +8.0% |
| 3Y | +116.4% | +98.7% | +17.6% | +38.3% |
| 5Y | +198.5% | +123.9% | +74.6% | +70.3% |
| 10Y | +266.3% | +277.9% | -11.6% | +27.1% |
| All | +266.3% | +270.2% | -3.9% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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