+79.6%
XOM vs WMB
+121.9%
-42.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +2.8% | +7.8% | -5.0% | +0.3% |
| 30D | -3.6% | -5.1% | +1.5% | -2.1% |
| 3M | +8.2% | -4.7% | +13.0% | +9.6% |
| 6M | +14.0% | -7.4% | +21.4% | +16.5% |
| YTD | +44.6% | +17.5% | +27.1% | +36.4% |
| 1Y | +47.8% | +19.5% | +28.3% | +38.6% |
| 3Y | +79.6% | +121.3% | -41.7% | +16.9% |
| All | +79.6% | +121.9% | -42.3% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling