+94.5%
XLK vs WMB
+121.9%
-27.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | +3.4% | +7.8% | -4.5% | +1.3% |
| 30D | -10.6% | -5.1% | -5.5% | -9.5% |
| 3M | -10.6% | -4.7% | -5.9% | -9.8% |
| 6M | -3.5% | -7.4% | +3.9% | -2.2% |
| YTD | +18.7% | +17.5% | +1.2% | +11.1% |
| 1Y | +19.4% | +19.5% | 0.0% | +11.0% |
| 3Y | +94.5% | +121.3% | -26.8% | +65.8% |
| All | +94.5% | +121.9% | -27.4% | +65.8% |
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