+34.7%
XLC vs WM
+62.1%
-27.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +3.1% | +4.5% | -1.4% | +2.1% |
| 30D | -6.5% | +16.1% | -22.6% | -9.7% |
| 3M | -5.6% | +8.0% | -13.6% | -7.3% |
| 6M | -9.2% | +8.4% | -17.6% | -11.1% |
| YTD | -10.6% | +11.2% | -21.8% | -13.2% |
| 1Y | -6.9% | +22.3% | -29.2% | -11.9% |
| 3Y | +59.9% | +50.2% | +9.6% | +40.2% |
| 5Y | +34.7% | +63.3% | -28.6% | +11.5% |
| All | +34.7% | +62.1% | -27.4% | +11.5% |
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