+561.3%
XLP vs WMB
+687.5%
-126.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.6% | -0.3% |
| 7D | +3.5% | -14.2% | +17.7% | +4.6% |
| 30D | +11.6% | -11.2% | +22.8% | +12.5% |
| 3M | +7.6% | -9.9% | +17.5% | +8.3% |
| 6M | +10.0% | -14.4% | +24.4% | +11.1% |
| YTD | +19.7% | +9.2% | +10.5% | +18.6% |
| 1Y | +23.5% | +15.1% | +8.4% | +21.8% |
| 3Y | +44.0% | +99.2% | -55.3% | +35.6% |
| 5Y | +42.7% | +180.2% | -137.6% | +30.6% |
| 10Y | +131.3% | +273.7% | -142.4% | +103.5% |
| All | +561.3% | +687.5% | -126.2% | +412.4% |
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