+1,080.1%
XLI vs WMB
+751.1%
+329.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.0% |
| 7D | +4.3% | +8.1% | -3.8% | +2.9% |
| 30D | +0.5% | -6.9% | +7.3% | +1.6% |
| 3M | -8.6% | -5.1% | -3.5% | -8.0% |
| 6M | -2.3% | -5.7% | +3.4% | -1.7% |
| YTD | +10.1% | +18.1% | -8.0% | +6.5% |
| 1Y | +11.0% | +18.4% | -7.4% | +7.2% |
| 3Y | +72.3% | +122.7% | -50.4% | +48.7% |
| 5Y | +70.8% | +202.0% | -131.2% | +39.7% |
| 10Y | +228.7% | +283.8% | -55.1% | +151.5% |
| All | +1,080.1% | +751.1% | +329.0% | +605.6% |
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