+200.8%
WMB vs XLB
+28.0%
+172.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +7.8% | +0.5% | +7.3% | +7.6% |
| 30D | -5.1% | +5.2% | -10.3% | -7.5% |
| 3M | -4.7% | +0.3% | -5.0% | -5.1% |
| 6M | -7.4% | +1.2% | -8.6% | -8.5% |
| YTD | +17.5% | +16.6% | +0.8% | +6.7% |
| 1Y | +19.5% | +21.4% | -2.0% | +5.9% |
| 3Y | +121.3% | +43.2% | +78.1% | +74.1% |
| All | +200.8% | +28.0% | +172.8% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling