+149.7%
XBI vs WMB
+307.8%
-158.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -4.6% | -1.0% | -3.6% | -4.3% |
| 30D | -2.0% | -0.4% | -1.6% | -2.0% |
| 3M | +17.8% | +3.2% | +14.6% | +16.0% |
| 6M | +23.7% | +0.1% | +23.6% | +22.7% |
| YTD | +28.2% | +23.9% | +4.4% | +17.4% |
| 1Y | +64.0% | +27.6% | +36.4% | +48.2% |
| 3Y | +99.4% | +141.9% | -42.5% | +40.2% |
| 5Y | +19.3% | +273.8% | -254.4% | -29.6% |
| All | +149.7% | +307.8% | -158.1% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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