+295.4%
WMB vs XME
+426.6%
-131.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -1.4% |
| 7D | -1.7% | -3.0% | +1.4% | -0.3% |
| 30D | +0.7% | -2.6% | +3.3% | +1.5% |
| 3M | +1.5% | +2.2% | -0.6% | -0.6% |
| 6M | +0.1% | +0.7% | -0.6% | -2.8% |
| YTD | +22.9% | +10.9% | +12.0% | +12.6% |
| 1Y | +27.9% | +35.7% | -7.8% | +4.6% |
| 3Y | +139.1% | +127.1% | +12.0% | +44.9% |
| 5Y | +270.9% | +168.5% | +102.5% | +95.4% |
| All | +295.4% | +426.6% | -131.2% | +21.9% |
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