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  • XLP vs WMB✓SelectedUSD · WMBXLP vs WMB performance historyLatest closeAs of-0.80%09/04
Stock and ETF performance explorer

XLP vs WMB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+508.9%
WMB return
+802.3%
Excess return
-293.3%
Maximum drawdown
-35.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWMBExcessAlpha
1D-0.8%+0.1%-0.9%-0.8%
7D-1.0%+0.6%-1.6%-1.1%
30D-0.9%+3.3%-4.1%-1.2%
3M+3.8%+3.1%+0.7%+3.5%
6M-1.7%-0.7%-1.0%-1.8%
YTD+10.3%+25.2%-14.9%+8.2%
1Y+7.8%+32.9%-25.1%+5.2%
3Y+27.2%+140.6%-113.4%+18.2%
5Y+32.5%+273.5%-240.9%+18.8%
10Y+101.8%+334.2%-232.4%+75.6%
All+508.9%+802.3%-293.3%+367.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling