+75.2%
XLF vs WMB
+148.7%
-73.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.6% | -1.9% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | -0.5% | +7.7% | -8.2% | -2.3% |
| 3M | +10.6% | +6.7% | +3.9% | +8.5% |
| 6M | +14.3% | +3.6% | +10.7% | +12.7% |
| YTD | +5.5% | +28.0% | -22.5% | -2.8% |
| 1Y | +9.6% | +37.6% | -28.1% | -2.0% |
| 3Y | +75.2% | +149.0% | -73.9% | +23.6% |
| All | +75.2% | +148.7% | -73.6% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling