+508.9%
XLP vs WMB
+802.3%
-293.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 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