+330.3%
WM vs XRT
+136.4%
+194.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +3.2% | +1.7% | +1.5% | +2.8% |
| 30D | +13.0% | +7.5% | +5.5% | +11.1% |
| 3M | +9.2% | +2.2% | +7.0% | +8.6% |
| 6M | +13.6% | +14.7% | -1.0% | +9.9% |
| YTD | +12.4% | +7.5% | +4.9% | +10.1% |
| 1Y | +21.2% | +14.1% | +7.1% | +17.1% |
| 3Y | +48.7% | +58.8% | -10.1% | +30.2% |
| 5Y | +61.9% | -3.9% | +65.8% | +60.0% |
| All | +330.3% | +136.4% | +194.0% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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