+649.7%
XLU vs WMB
+822.7%
-173.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.6% |
| 7D | +2.1% | +0.8% | +1.3% | +2.0% |
| 30D | -0.4% | +7.7% | -8.1% | -1.4% |
| 3M | +0.5% | +6.7% | -6.2% | -0.5% |
| 6M | -5.8% | +3.6% | -9.4% | -6.4% |
| YTD | +3.1% | +28.0% | -24.9% | -0.3% |
| 1Y | +8.1% | +37.6% | -29.5% | +3.4% |
| 3Y | +50.5% | +149.0% | -98.5% | +32.9% |
| 5Y | +44.7% | +285.3% | -240.6% | +20.5% |
| 10Y | +136.8% | +302.1% | -165.2% | +90.1% |
| All | +649.7% | +822.7% | -173.0% | +353.4% |
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