+302.1%
WMB vs XRT
+123.1%
+178.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.4% | +3.2% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +7.7% | -5.6% | +13.4% | +10.3% |
| 3M | +6.7% | +2.5% | +4.2% | +5.0% |
| 6M | +3.6% | +3.7% | 0.0% | +1.1% |
| YTD | +28.0% | +1.0% | +27.0% | +26.0% |
| 1Y | +37.6% | -1.2% | +38.8% | +36.4% |
| 3Y | +149.0% | +43.4% | +105.7% | +101.2% |
| 5Y | +285.3% | -0.7% | +286.0% | +262.4% |
| 10Y | +302.1% | +123.7% | +178.4% | +86.3% |
| All | +302.1% | +123.1% | +178.9% | +86.3% |
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