+111.4%
XLK vs WMB
+200.5%
-89.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +3.4% | +7.8% | -4.5% | +0.9% |
| 30D | -10.6% | -5.1% | -5.5% | -9.2% |
| 3M | -10.6% | -4.7% | -5.9% | -9.6% |
| 6M | -3.5% | -7.4% | +3.9% | -1.8% |
| YTD | +18.7% | +17.5% | +1.2% | +10.5% |
| 1Y | +19.4% | +19.5% | 0.0% | +10.3% |
| 3Y | +94.5% | +121.3% | -26.8% | +42.1% |
| All | +111.4% | +200.5% | -89.1% | +42.4% |
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