+63.3%
WM vs XRT
-3.3%
+66.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.6% |
| 7D | +4.5% | +2.3% | +2.2% | +4.1% |
| 30D | +16.1% | +9.8% | +6.3% | +14.6% |
| 3M | +8.0% | -0.2% | +8.2% | +8.0% |
| 6M | +8.4% | +8.4% | 0.0% | +7.2% |
| YTD | +11.2% | +7.5% | +3.7% | +10.0% |
| 1Y | +22.3% | +13.2% | +9.2% | +20.1% |
| 3Y | +50.2% | +52.0% | -1.8% | +40.0% |
| 5Y | +63.3% | -3.2% | +66.4% | +60.9% |
| All | +63.3% | -3.3% | +66.6% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling