+682.1%
WMB vs XLB
+818.2%
-136.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.4% |
| 7D | -13.8% | -1.5% | -12.3% | -12.9% |
| 30D | -10.3% | +6.1% | -16.4% | -15.5% |
| 3M | -10.1% | 0.0% | -10.1% | -10.8% |
| 6M | -11.8% | 0.0% | -11.8% | -13.3% |
| YTD | +8.9% | +16.0% | -7.1% | -7.9% |
| 1Y | +14.0% | +24.7% | -10.8% | -10.2% |
| 3Y | +100.5% | +40.4% | +60.2% | +36.8% |
| 5Y | +179.5% | +30.7% | +148.8% | +98.6% |
| 10Y | +272.7% | +173.3% | +99.5% | +26.0% |
| All | +682.1% | +818.2% | -136.1% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling