+259.9%
WMB vs XRT
+163.3%
+96.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.2% |
| 7D | -6.7% | +2.5% | -9.1% | -7.8% |
| 30D | -8.6% | +10.3% | -18.9% | -12.7% |
| 3M | -4.9% | +2.4% | -7.3% | -6.4% |
| 6M | -6.3% | +10.0% | -16.3% | -11.1% |
| YTD | +13.0% | +9.5% | +3.4% | +6.9% |
| 1Y | +14.9% | +17.2% | -2.2% | +5.3% |
| 3Y | +113.4% | +62.0% | +51.4% | +62.8% |
| 5Y | +190.2% | -2.1% | +192.2% | +178.9% |
| 10Y | +259.9% | +152.6% | +107.3% | +61.8% |
| All | +259.9% | +163.3% | +96.5% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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