+135.8%
XLC vs WM
+232.8%
-97.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | +3.5% | +0.8% | +2.7% | +3.2% |
| 30D | -2.6% | +13.8% | -16.4% | -7.4% |
| 3M | -2.1% | +6.4% | -8.5% | -4.6% |
| 6M | -5.5% | +13.2% | -18.7% | -10.3% |
| YTD | -6.9% | +10.8% | -17.7% | -11.4% |
| 1Y | -3.7% | +20.2% | -23.9% | -11.5% |
| 3Y | +64.2% | +46.5% | +17.7% | +35.4% |
| 5Y | +43.0% | +61.3% | -18.2% | +11.0% |
| All | +135.8% | +232.8% | -97.0% | +28.8% |
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