+988.3%
XLE vs WMB
+685.4%
+302.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | -12.0% | -13.8% | +1.8% | -8.2% |
| 30D | -2.7% | -10.3% | +7.6% | +0.3% |
| 3M | +6.6% | -10.1% | +16.6% | +9.7% |
| 6M | +9.5% | -11.8% | +21.4% | +13.3% |
| YTD | +40.6% | +8.9% | +31.6% | +36.7% |
| 1Y | +43.6% | +14.0% | +29.6% | +37.9% |
| 3Y | +58.1% | +100.5% | -42.4% | +28.8% |
| 5Y | +152.2% | +179.5% | -27.3% | +89.4% |
| 10Y | +172.9% | +272.7% | -99.8% | +90.5% |
| All | +988.3% | +685.4% | +302.9% | +485.0% |
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