+113.4%
WMB vs XME
+101.1%
+12.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +2.5% |
| 7D | -6.7% | +0.9% | -7.6% | -6.9% |
| 30D | -8.6% | -7.3% | -1.3% | -7.2% |
| 3M | -4.9% | -14.8% | +9.8% | -2.1% |
| 6M | -6.3% | -18.4% | +12.1% | -3.1% |
| YTD | +13.0% | -4.7% | +17.6% | +10.8% |
| 1Y | +14.9% | +5.7% | +9.2% | +9.0% |
| 3Y | +113.4% | +104.0% | +9.4% | +52.4% |
| All | +113.4% | +101.1% | +12.3% | +52.4% |
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