+35.8%
XLC vs WM
+59.1%
-23.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.9% |
| 7D | +4.9% | +1.2% | +3.7% | +4.6% |
| 30D | -5.8% | +13.1% | -18.9% | -8.5% |
| 3M | -5.4% | +3.6% | -9.1% | -6.3% |
| 6M | -10.2% | +8.1% | -18.3% | -12.0% |
| YTD | -10.2% | +8.9% | -19.1% | -12.4% |
| 1Y | -5.6% | +20.3% | -25.9% | -10.4% |
| 3Y | +61.0% | +46.2% | +14.8% | +42.1% |
| All | +35.8% | +59.1% | -23.3% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling