+163.9%
XLE vs WMB
+265.8%
-101.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.6% |
| 7D | -6.7% | -6.9% | +0.2% | -2.1% |
| 30D | -4.4% | -7.2% | +2.8% | +0.2% |
| 3M | +4.0% | -5.4% | +9.4% | +7.1% |
| 6M | +13.2% | -4.9% | +18.0% | +15.5% |
| YTD | +41.9% | +14.7% | +27.2% | +26.2% |
| 1Y | +41.6% | +14.7% | +26.9% | +25.8% |
| 3Y | +64.0% | +116.4% | -52.4% | -11.9% |
| 5Y | +158.1% | +198.5% | -40.4% | +10.3% |
| 10Y | +163.9% | +266.3% | -102.3% | -9.5% |
| All | +163.9% | +265.8% | -101.9% | -9.5% |
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