+283.3%
WMB vs XLB
+164.1%
+119.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.7% |
| 7D | +8.1% | 0.0% | +8.1% | +8.1% |
| 30D | -6.9% | +5.3% | -12.1% | -10.7% |
| 3M | -5.1% | 0.0% | -5.1% | -5.6% |
| 6M | -5.7% | +1.2% | -6.9% | -7.8% |
| YTD | +18.1% | +16.9% | +1.2% | +2.0% |
| 1Y | +18.4% | +20.9% | -2.5% | -0.6% |
| 3Y | +122.7% | +43.3% | +79.4% | +57.8% |
| 5Y | +202.0% | +28.3% | +173.7% | +131.6% |
| All | +283.3% | +164.1% | +119.2% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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