+822.8%
XLB vs WM
+912.9%
-90.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.4% |
| 7D | -0.4% | +4.5% | -4.9% | -2.1% |
| 30D | +5.2% | +16.1% | -10.8% | -0.9% |
| 3M | -0.1% | +8.0% | -8.2% | -3.3% |
| 6M | +2.4% | +8.4% | -6.0% | -1.4% |
| YTD | +16.9% | +11.2% | +5.7% | +11.1% |
| 1Y | +25.0% | +22.3% | +2.7% | +14.4% |
| 3Y | +40.7% | +50.2% | -9.6% | +17.2% |
| 5Y | +31.6% | +63.3% | -31.7% | +5.4% |
| 10Y | +175.3% | +355.0% | -179.8% | +50.7% |
| All | +822.8% | +912.9% | -90.1% | +232.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling