+41.4%
XLB vs WM
+50.2%
-8.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.1% |
| 7D | -0.4% | +4.5% | -4.9% | -1.2% |
| 30D | +5.2% | +16.1% | -10.8% | +2.0% |
| 3M | -0.1% | +8.0% | -8.2% | -1.8% |
| 6M | +2.4% | +8.4% | -6.0% | +0.5% |
| YTD | +16.9% | +11.2% | +5.7% | +13.6% |
| 1Y | +25.0% | +22.3% | +2.7% | +18.5% |
| All | +41.4% | +50.2% | -8.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 3y: compounded portfolio wealth divided by compounded WM 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…
3y analysis · Full analysis span regression · 6 months rolling