+1,101.4%
XLY vs WMB
+814.4%
+287.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -6.0% | +4.6% | -10.6% | -6.7% |
| 3M | -2.7% | +5.7% | -8.5% | -3.8% |
| 6M | -1.5% | +4.2% | -5.7% | -2.4% |
| YTD | -5.4% | +26.8% | -32.3% | -9.2% |
| 1Y | -3.8% | +34.7% | -38.5% | -8.6% |
| 3Y | +36.6% | +146.8% | -110.2% | +17.9% |
| 5Y | +27.4% | +285.0% | -257.7% | +2.6% |
| 10Y | +218.2% | +313.2% | -95.0% | +146.4% |
| All | +1,101.4% | +814.4% | +287.0% | +611.7% |
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