+328.7%
WM vs XRT
+163.3%
+165.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.5% | -0.7% |
| 7D | -0.5% | +2.5% | -2.9% | -1.1% |
| 30D | +13.3% | +10.3% | +3.0% | +10.8% |
| 3M | +4.4% | +2.4% | +2.0% | +3.7% |
| 6M | +10.8% | +10.0% | +0.8% | +8.2% |
| YTD | +9.1% | +9.5% | -0.5% | +6.4% |
| 1Y | +19.1% | +17.2% | +2.0% | +14.4% |
| 3Y | +45.7% | +62.0% | -16.3% | +27.0% |
| 5Y | +60.4% | -2.1% | +62.5% | +57.8% |
| 10Y | +328.7% | +152.6% | +176.2% | +169.7% |
| All | +328.7% | +163.3% | +165.4% | +169.7% |
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