+956.7%
WM vs XRT
+514.3%
+442.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | -2.4% | -4.2% | +1.8% | -1.0% |
| 3M | +0.4% | +5.1% | -4.7% | -1.4% |
| 6M | -9.5% | +2.4% | -11.9% | -10.6% |
| YTD | +0.5% | +3.2% | -2.7% | -1.1% |
| 1Y | -1.1% | +1.5% | -2.6% | -2.4% |
| 3Y | +46.0% | +40.6% | +5.5% | +25.3% |
| 5Y | +51.8% | -1.0% | +52.8% | +43.6% |
| 10Y | +307.5% | +128.4% | +179.1% | +148.0% |
| All | +956.7% | +514.3% | +442.4% | +268.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling