+428.9%
XLF vs WMB
+744.7%
-315.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.1% |
| 7D | -1.0% | +1.6% | -2.5% | -1.3% |
| 30D | +6.5% | -7.1% | +13.6% | +7.8% |
| 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% | +3.9% |
| 1Y | +11.9% | +17.2% | -5.3% | +7.3% |
| 3Y | +81.1% | +121.1% | -39.9% | +51.5% |
| 5Y | +59.5% | +197.2% | -137.7% | +25.1% |
| 10Y | +225.2% | +280.9% | -55.8% | +136.2% |
| All | +428.9% | +744.7% | -315.8% | +183.4% |
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 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