+100.5%
WMB vs XLB
+39.6%
+60.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | -13.8% | -1.5% | -12.3% | -13.5% |
| 30D | -10.3% | +6.1% | -16.4% | -12.0% |
| 3M | -10.1% | 0.0% | -10.1% | -10.2% |
| 6M | -11.8% | 0.0% | -11.8% | -12.0% |
| YTD | +8.9% | +16.0% | -7.1% | +1.7% |
| 1Y | +14.0% | +24.7% | -10.8% | +2.9% |
| 3Y | +100.5% | +40.4% | +60.2% | +66.4% |
| All | +100.5% | +39.6% | +60.9% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling