+134.0%
XLC vs WM
+228.8%
-94.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +6.2% | +1.2% | +5.1% | +5.8% |
| 30D | -2.4% | +13.7% | -16.0% | -7.2% |
| 3M | -3.3% | +5.2% | -8.5% | -5.4% |
| 6M | -7.3% | +11.2% | -18.5% | -11.5% |
| YTD | -7.6% | +9.4% | -17.0% | -11.7% |
| 1Y | -3.7% | +20.4% | -24.1% | -11.5% |
| 3Y | +62.9% | +44.7% | +18.2% | +35.0% |
| 5Y | +41.6% | +58.5% | -16.8% | +10.7% |
| All | +134.0% | +228.8% | -94.8% | +28.4% |
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