+896.5%
XLV vs WMB
+814.4%
+82.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -1.1% | +4.6% | -5.7% | -1.7% |
| 3M | +8.2% | +5.7% | +2.5% | +7.4% |
| 6M | +8.9% | +4.2% | +4.7% | +8.2% |
| YTD | +8.5% | +26.8% | -18.3% | +5.4% |
| 1Y | +22.3% | +34.7% | -12.4% | +17.8% |
| 3Y | +32.6% | +146.8% | -114.2% | +18.8% |
| 5Y | +34.4% | +285.0% | -250.6% | +14.0% |
| 10Y | +175.4% | +313.2% | -137.8% | +126.1% |
| All | +896.5% | +814.4% | +82.1% | +609.6% |
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