+172.7%
XLE vs WMB
+319.8%
-147.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +2.2% | +0.6% | +1.6% | +1.8% |
| 30D | +11.8% | +3.3% | +8.5% | +9.0% |
| 3M | +9.8% | +3.1% | +6.7% | +6.8% |
| 6M | +15.6% | -0.7% | +16.3% | +15.1% |
| YTD | +45.3% | +25.2% | +20.1% | +22.4% |
| 1Y | +48.3% | +32.9% | +15.4% | +18.9% |
| 3Y | +55.4% | +140.6% | -85.1% | -21.9% |
| 5Y | +216.1% | +273.5% | -57.4% | +16.6% |
| All | +172.7% | +319.8% | -147.1% | -11.9% |
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