+281.4%
WMB vs XME
+260.6%
+20.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.2% |
| 7D | +7.8% | +0.3% | +7.5% | +7.6% |
| 30D | -5.1% | -6.1% | +1.0% | -2.5% |
| 3M | -4.7% | -18.6% | +13.9% | +3.8% |
| 6M | -7.4% | -23.9% | +16.5% | +2.5% |
| YTD | +17.5% | -9.3% | +26.8% | +17.3% |
| 1Y | +19.5% | +1.8% | +17.7% | +12.3% |
| 3Y | +121.3% | +93.0% | +28.3% | +43.2% |
| 5Y | +200.5% | +107.0% | +93.5% | +78.6% |
| All | +281.4% | +260.6% | +20.8% | +36.6% |
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