+142.5%
XLC vs WMB
+323.7%
-181.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | +1.0% | +3.3% | -2.2% | 0.0% |
| 3M | -0.7% | +3.1% | -3.8% | -2.0% |
| 6M | -5.1% | -0.7% | -4.4% | -5.6% |
| YTD | -4.3% | +25.2% | -29.4% | -11.1% |
| 1Y | -0.6% | +32.9% | -33.4% | -9.5% |
| 3Y | +72.7% | +140.6% | -67.9% | +30.2% |
| 5Y | +38.0% | +273.5% | -235.5% | -9.4% |
| All | +142.5% | +323.7% | -181.2% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling