+124.6%
XLP vs WMB
+267.1%
-142.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +0.7% | -13.8% | +14.6% | +3.0% |
| 30D | +10.3% | -10.3% | +20.6% | +11.9% |
| 3M | +6.5% | -10.1% | +16.6% | +7.9% |
| 6M | +8.4% | -11.8% | +20.2% | +10.0% |
| YTD | +18.2% | +8.9% | +9.2% | +15.6% |
| 1Y | +22.4% | +14.0% | +8.5% | +18.7% |
| 3Y | +41.9% | +100.5% | -58.6% | +23.1% |
| 5Y | +40.9% | +179.5% | -138.6% | +14.6% |
| All | +124.6% | +267.1% | -142.5% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling