+37.6%
WMB vs XLB
+14.8%
+22.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.2% | +2.3% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +7.7% | -1.7% | +9.5% | +7.8% |
| 3M | +6.7% | +4.4% | +2.4% | +6.4% |
| 6M | +3.6% | +5.0% | -1.4% | +3.1% |
| YTD | +28.0% | +15.5% | +12.5% | +25.9% |
| 1Y | +37.6% | +14.9% | +22.7% | +33.9% |
| All | +37.6% | +14.8% | +22.8% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling