+1,117.4%
XLI vs WMB
+802.3%
+315.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.5% |
| 3M | -0.3% | +3.1% | -3.4% | -1.0% |
| 6M | +0.1% | -0.7% | +0.8% | 0.0% |
| YTD | +13.6% | +25.2% | -11.6% | +8.9% |
| 1Y | +17.2% | +32.9% | -15.7% | +11.0% |
| 3Y | +68.2% | +140.6% | -72.4% | +43.4% |
| 5Y | +80.7% | +273.5% | -192.7% | +42.7% |
| 10Y | +253.3% | +334.2% | -80.9% | +165.2% |
| All | +1,117.4% | +802.3% | +315.2% | +621.6% |
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