+29.0%
XLB vs WM
+59.1%
-30.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | -1.5% | +1.2% | -2.7% | -1.9% |
| 30D | +6.1% | +13.1% | -7.0% | +1.7% |
| 3M | 0.0% | +3.6% | -3.6% | -1.3% |
| 6M | 0.0% | +8.1% | -8.1% | -3.2% |
| YTD | +16.0% | +8.9% | +7.1% | +11.6% |
| 1Y | +24.7% | +20.3% | +4.4% | +15.2% |
| 3Y | +40.4% | +46.2% | -5.8% | +15.7% |
| All | +29.0% | +59.1% | -30.1% | +0.3% |
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