+422.3%
XLF vs WMB
+802.3%
-380.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | +0.2% | +3.3% | -3.1% | -0.6% |
| 3M | +11.7% | +3.1% | +8.6% | +10.7% |
| 6M | +13.8% | -0.7% | +14.5% | +13.5% |
| YTD | +7.0% | +25.2% | -18.2% | +1.6% |
| 1Y | +9.1% | +32.9% | -23.7% | +2.2% |
| 3Y | +75.6% | +140.6% | -64.9% | +44.8% |
| 5Y | +66.4% | +273.5% | -207.0% | +24.9% |
| 10Y | +250.3% | +334.2% | -83.9% | +148.7% |
| All | +422.3% | +802.3% | -380.0% | +176.9% |
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