+83.7%
XLI vs WMB
+274.2%
-190.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | +0.6% | -1.6% | -1.3% |
| 30D | -5.9% | +3.3% | -9.2% | -7.0% |
| 3M | -0.3% | +3.1% | -3.4% | -1.6% |
| 6M | +0.1% | -0.7% | +0.8% | -0.3% |
| YTD | +13.6% | +25.2% | -11.6% | +4.2% |
| 1Y | +17.2% | +32.9% | -15.7% | +4.7% |
| 3Y | +68.2% | +140.6% | -72.4% | +17.5% |
| All | +83.7% | +274.2% | -190.5% | +9.0% |
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