+127.5%
XLC vs WMB
+268.8%
-141.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +4.9% | -13.8% | +18.7% | +8.8% |
| 30D | -5.8% | -10.3% | +4.5% | -3.5% |
| 3M | -5.4% | -10.1% | +4.6% | -3.4% |
| 6M | -10.2% | -11.8% | +1.7% | -8.1% |
| YTD | -10.2% | +8.9% | -19.1% | -13.8% |
| 1Y | -5.6% | +14.0% | -19.6% | -10.8% |
| 3Y | +61.0% | +100.5% | -39.5% | +27.0% |
| 5Y | +35.2% | +179.5% | -144.3% | -4.1% |
| All | +127.5% | +268.8% | -141.3% | +45.5% |
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 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