+43.7%
XLP vs WMB
+98.2%
-54.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.6% | -0.5% |
| 7D | +3.5% | -14.2% | +17.7% | +4.3% |
| 30D | +11.6% | -11.2% | +22.8% | +12.1% |
| 3M | +7.6% | -9.9% | +17.5% | +8.0% |
| 6M | +10.0% | -14.4% | +24.4% | +10.8% |
| YTD | +19.7% | +9.2% | +10.5% | +17.7% |
| 1Y | +23.5% | +15.1% | +8.4% | +20.7% |
| All | +43.7% | +98.2% | -54.5% | +24.5% |
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