+200.8%
WMB vs XRT
-4.8%
+205.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +7.8% | +1.7% | +6.1% | +7.4% |
| 30D | -5.1% | +7.5% | -12.6% | -6.9% |
| 3M | -4.7% | +2.2% | -6.9% | -5.4% |
| 6M | -7.4% | +14.7% | -22.1% | -11.0% |
| YTD | +17.5% | +7.5% | +10.0% | +14.5% |
| 1Y | +19.5% | +14.1% | +5.4% | +14.4% |
| 3Y | +121.3% | +58.8% | +62.5% | +89.4% |
| All | +200.8% | -4.8% | +205.6% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling