+319.6%
WM vs XRT
+146.0%
+173.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.2% | +4.1% | -2.9% | +0.2% |
| 30D | +13.7% | +9.9% | +3.7% | +11.2% |
| 3M | +5.2% | +2.3% | +3.0% | +4.6% |
| 6M | +11.2% | +9.6% | +1.6% | +8.7% |
| YTD | +9.4% | +9.1% | +0.3% | +6.9% |
| 1Y | +20.4% | +16.2% | +4.1% | +15.8% |
| 3Y | +44.7% | +60.1% | -15.4% | +26.5% |
| 5Y | +58.5% | -0.5% | +59.0% | +55.1% |
| All | +319.6% | +146.0% | +173.6% | +166.1% |
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