+24.3%
XLP vs WMB
+22.7%
+1.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.4% | +9.7% | +3.2% |
| 7D | +5.9% | -8.6% | +14.5% | +5.7% |
| 30D | +13.5% | -4.2% | +17.6% | +13.0% |
| 3M | +8.4% | -4.4% | +12.8% | +8.0% |
| 6M | +11.5% | -8.7% | +20.2% | +11.5% |
| YTD | +20.6% | +15.4% | +5.3% | +19.1% |
| 1Y | +24.3% | +23.7% | +0.6% | +20.9% |
| All | +24.3% | +22.7% | +1.6% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling