+246.5%
XLF vs WMB
+304.7%
-58.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.9% |
| 7D | -2.9% | -1.7% | -1.2% | -2.3% |
| 30D | -1.6% | +0.7% | -2.3% | -2.1% |
| 3M | +9.3% | +1.5% | +7.7% | +7.9% |
| 6M | +14.6% | +0.1% | +14.5% | +13.4% |
| YTD | +4.7% | +22.9% | -18.2% | -5.3% |
| 1Y | +8.6% | +27.9% | -19.2% | -3.8% |
| 3Y | +73.9% | +139.1% | -65.3% | +15.4% |
| 5Y | +65.0% | +270.9% | -205.9% | -11.1% |
| All | +246.5% | +304.7% | -58.2% | +62.4% |
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