+135.9%
XLU vs WMB
+307.8%
-171.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -1.6% | -1.0% | -0.6% | -1.4% |
| 30D | -3.3% | -0.4% | -2.9% | -3.3% |
| 3M | -3.2% | +3.2% | -6.4% | -4.0% |
| 6M | -7.0% | +0.1% | -7.0% | -7.2% |
| YTD | +0.6% | +23.9% | -23.2% | -4.4% |
| 1Y | +2.4% | +27.6% | -25.2% | -3.5% |
| 3Y | +46.3% | +141.9% | -95.7% | +19.4% |
| 5Y | +44.0% | +273.8% | -229.8% | +7.8% |
| All | +135.9% | +307.8% | -171.9% | +63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling