+28.6%
XLB vs WM
+61.9%
-33.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.5% | +3.2% | -2.7% | -0.5% |
| 30D | +5.2% | +13.0% | -7.9% | +0.8% |
| 3M | +0.3% | +9.2% | -8.9% | -2.8% |
| 6M | +1.2% | +13.6% | -12.5% | -3.6% |
| YTD | +16.6% | +12.4% | +4.3% | +11.0% |
| 1Y | +21.4% | +21.2% | +0.2% | +12.0% |
| 3Y | +43.2% | +48.7% | -5.5% | +17.6% |
| All | +28.6% | +61.9% | -33.2% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling