+59.5%
XLF vs WMB
+204.0%
-144.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | 0.0% |
| 7D | -1.0% | +1.6% | -2.5% | -1.4% |
| 30D | +6.5% | -7.1% | +13.6% | +8.4% |
| 3M | +1.8% | -4.0% | +5.8% | +2.3% |
| 6M | +15.4% | -5.7% | +21.1% | +16.1% |
| YTD | +8.4% | +17.2% | -8.8% | +0.1% |
| 1Y | +11.9% | +17.2% | -5.3% | +3.3% |
| 3Y | +81.1% | +121.1% | -39.9% | +25.4% |
| 5Y | +59.5% | +197.2% | -137.7% | -5.0% |
| All | +59.5% | +204.0% | -144.5% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling