+173.9%
XLE vs WMB
+278.0%
-104.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.4% |
| 7D | -0.2% | +1.6% | -1.8% | -1.4% |
| 30D | -4.0% | -7.1% | +3.1% | +0.5% |
| 3M | +4.6% | -4.0% | +8.6% | +6.6% |
| 6M | +12.3% | -5.7% | +18.0% | +15.4% |
| YTD | +44.5% | +17.2% | +27.4% | +26.7% |
| 1Y | +42.4% | +17.2% | +25.2% | +24.7% |
| 3Y | +67.0% | +121.1% | -54.0% | -11.6% |
| 5Y | +161.9% | +197.2% | -35.3% | +12.4% |
| 10Y | +173.9% | +280.9% | -107.1% | -8.3% |
| All | +173.9% | +278.0% | -104.2% | -8.3% |
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