+142.5%
XLC vs WM
+202.0%
-59.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +1.0% | -2.4% | +3.4% | +1.9% |
| 3M | -0.7% | +0.4% | -1.1% | -1.1% |
| 6M | -5.1% | -9.5% | +4.3% | -1.9% |
| YTD | -4.3% | +0.5% | -4.8% | -5.3% |
| 1Y | -0.6% | -1.1% | +0.5% | -1.2% |
| 3Y | +72.7% | +46.0% | +26.7% | +41.3% |
| 5Y | +38.0% | +51.8% | -13.8% | +9.0% |
| All | +142.5% | +202.0% | -59.5% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling