+64.9%
XLC vs WM
+45.6%
+19.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | +7.1% | -0.5% | +7.5% | +7.1% |
| 30D | -2.7% | +13.3% | -16.0% | -4.4% |
| 3M | -3.2% | +4.4% | -7.6% | -3.8% |
| 6M | -7.7% | +10.8% | -18.5% | -9.0% |
| YTD | -8.0% | +9.1% | -17.0% | -9.4% |
| 1Y | -3.1% | +19.1% | -22.2% | -6.1% |
| 3Y | +64.9% | +45.7% | +19.2% | +59.8% |
| All | +64.9% | +45.6% | +19.3% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling