+141.4%
XLC vs WMB
+333.3%
-191.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.7% | -1.1% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | +0.2% | +7.7% | -7.5% | -1.9% |
| 3M | +0.6% | +6.7% | -6.1% | -1.6% |
| 6M | -4.5% | +3.6% | -8.1% | -6.1% |
| YTD | -4.7% | +28.0% | -32.7% | -12.0% |
| 1Y | -1.7% | +37.6% | -39.3% | -11.4% |
| 3Y | +72.3% | +149.0% | -76.8% | +28.6% |
| 5Y | +37.8% | +285.3% | -247.6% | -10.4% |
| All | +141.4% | +333.3% | -191.9% | +48.5% |
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