-5.8%
XLC vs WMB
+22.7%
-28.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +9.8% | +2.7% |
| 7D | +1.8% | -8.6% | +10.4% | +0.8% |
| 30D | -6.0% | -4.2% | -1.8% | -6.3% |
| 3M | -6.0% | -4.4% | -1.6% | -6.4% |
| 6M | -9.1% | -8.7% | -0.4% | -9.7% |
| YTD | -10.0% | +15.4% | -25.4% | -11.2% |
| 1Y | -5.8% | +23.7% | -29.5% | -7.7% |
| All | -5.8% | +22.7% | -28.5% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling