+44.4%
XLU vs WMB
+270.0%
-225.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | 0.0% |
| 7D | -1.2% | -1.7% | +0.5% | -0.7% |
| 30D | -2.5% | +0.7% | -3.2% | -2.9% |
| 3M | -2.7% | +1.5% | -4.3% | -3.5% |
| 6M | -7.5% | +0.1% | -7.5% | -7.9% |
| YTD | +0.9% | +22.9% | -22.0% | -6.3% |
| 1Y | +3.3% | +27.9% | -24.6% | -5.7% |
| 3Y | +47.3% | +139.1% | -91.8% | +6.5% |
| 5Y | +44.4% | +270.9% | -226.5% | -2.0% |
| All | +44.4% | +270.0% | -225.6% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling