+72.4%
XLI vs WMB
+146.4%
-74.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | +0.6% | -1.6% | -1.2% |
| 30D | -5.9% | +3.3% | -9.2% | -6.7% |
| 3M | -0.3% | +3.1% | -3.4% | -1.3% |
| 6M | +0.1% | -0.7% | +0.8% | -0.2% |
| YTD | +13.6% | +25.2% | -11.6% | +6.0% |
| 1Y | +17.2% | +32.9% | -15.7% | +6.8% |
| All | +72.4% | +146.4% | -74.0% | +29.0% |
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 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