+135.4%
XLP vs WMB
+265.8%
-130.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.1% |
| 7D | +2.3% | -6.9% | +9.3% | +3.4% |
| 30D | +9.1% | -7.2% | +16.3% | +10.1% |
| 3M | +7.9% | -5.4% | +13.3% | +8.4% |
| 6M | +9.6% | -4.9% | +14.5% | +9.9% |
| YTD | +19.4% | +14.7% | +4.7% | +15.9% |
| 1Y | +22.4% | +14.7% | +7.7% | +18.6% |
| 3Y | +43.2% | +116.4% | -73.2% | +22.6% |
| 5Y | +42.6% | +198.5% | -156.0% | +14.7% |
| 10Y | +135.4% | +266.3% | -130.9% | +75.8% |
| All | +135.4% | +265.8% | -130.4% | +75.8% |
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 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