+820.5%
XLB vs WM
+815.4%
+5.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -0.4% | -2.4% | +2.0% | +0.5% |
| 3M | +2.0% | +0.4% | +1.5% | +1.5% |
| 6M | +1.8% | -9.5% | +11.3% | +5.2% |
| YTD | +16.6% | +0.5% | +16.1% | +15.5% |
| 1Y | +16.9% | -1.1% | +18.0% | +16.3% |
| 3Y | +32.6% | +46.0% | -13.5% | +11.6% |
| 5Y | +35.6% | +51.8% | -16.2% | +11.9% |
| 10Y | +160.0% | +307.5% | -147.5% | +48.8% |
| All | +820.5% | +815.4% | +5.2% | +245.3% |
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 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