+204.0%
XOM vs WMB
+284.4%
-80.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.4% |
| 7D | +2.7% | +8.1% | -5.4% | -1.6% |
| 30D | -2.5% | -6.9% | +4.4% | +1.0% |
| 3M | +7.0% | -5.1% | +12.1% | +9.2% |
| 6M | +14.2% | -5.7% | +19.9% | +16.6% |
| YTD | +43.9% | +18.1% | +25.9% | +29.3% |
| 1Y | +47.9% | +18.4% | +29.5% | +32.5% |
| 3Y | +80.6% | +122.7% | -42.1% | +8.2% |
| 5Y | +212.8% | +202.0% | +10.7% | +58.4% |
| All | +204.0% | +284.4% | -80.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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