+198.5%
WMB vs XYZ
-62.8%
+261.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.8% |
| 7D | -6.9% | +12.6% | -19.5% | -7.9% |
| 30D | -7.2% | +10.8% | -18.0% | -8.1% |
| 3M | -5.4% | +8.4% | -13.8% | -6.3% |
| 6M | -4.9% | +14.3% | -19.2% | -6.5% |
| YTD | +14.7% | +31.5% | -16.8% | +10.6% |
| 1Y | +14.7% | +28.1% | -13.4% | +10.8% |
| 3Y | +116.4% | +66.2% | +50.2% | +98.8% |
| 5Y | +198.5% | -62.3% | +260.9% | +205.2% |
| All | +198.5% | -62.8% | +261.3% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 5y: compounded portfolio wealth divided by compounded XYZ 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…
5y analysis · Full analysis span regression · 6 months rolling