+41.9%
XLP vs WMB
+97.7%
-55.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +0.7% | -13.8% | +14.6% | +1.5% |
| 30D | +10.3% | -10.3% | +20.6% | +10.7% |
| 3M | +6.5% | -10.1% | +16.6% | +6.9% |
| 6M | +8.4% | -11.8% | +20.2% | +8.8% |
| YTD | +18.2% | +8.9% | +9.2% | +16.2% |
| 1Y | +22.4% | +14.0% | +8.5% | +19.8% |
| 3Y | +41.9% | +100.5% | -58.6% | +22.9% |
| All | +41.9% | +97.7% | -55.8% | +22.9% |
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 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