+127.5%
XLC vs WM
+227.2%
-99.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.2% |
| 7D | +4.9% | +1.2% | +3.7% | +4.4% |
| 30D | -5.8% | +13.1% | -18.9% | -10.3% |
| 3M | -5.4% | +3.6% | -9.1% | -6.9% |
| 6M | -10.2% | +8.1% | -18.3% | -13.3% |
| YTD | -10.2% | +8.9% | -19.1% | -14.0% |
| 1Y | -5.6% | +20.3% | -25.9% | -13.3% |
| 3Y | +61.0% | +46.2% | +14.8% | +32.7% |
| 5Y | +35.2% | +59.9% | -24.6% | +5.1% |
| All | +127.5% | +227.2% | -99.7% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling