+149.0%
WMB vs XME
+136.1%
+12.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +2.0% |
| 7D | +0.8% | +3.6% | -2.8% | +0.1% |
| 30D | +7.7% | +3.6% | +4.1% | +6.8% |
| 3M | +6.7% | +1.2% | +5.5% | +6.1% |
| 6M | +3.6% | +9.0% | -5.4% | +0.3% |
| YTD | +28.0% | +15.9% | +12.1% | +20.7% |
| 1Y | +37.6% | +43.2% | -5.6% | +19.8% |
| 3Y | +149.0% | +137.4% | +11.7% | +73.1% |
| All | +149.0% | +136.1% | +12.9% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling