+237.4%
WMB vs XYZ
+634.5%
-397.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.3% |
| 7D | +8.1% | -2.1% | +10.2% | +8.4% |
| 30D | -6.9% | +7.0% | -13.9% | -8.1% |
| 3M | -5.1% | +5.1% | -10.2% | -6.3% |
| 6M | -5.7% | +14.1% | -19.8% | -8.5% |
| YTD | +18.1% | +26.4% | -8.3% | +11.8% |
| 1Y | +18.4% | +25.1% | -6.7% | +12.2% |
| 3Y | +122.7% | +59.7% | +63.0% | +95.3% |
| 5Y | +202.0% | -63.8% | +265.9% | +216.9% |
| 10Y | +283.8% | +592.4% | -308.6% | +89.5% |
| All | +237.4% | +634.5% | -397.1% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling