+49.9%
XLE vs WM
+21.9%
+28.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.6% | -6.4% | -5.1% |
| 7D | -7.2% | +5.9% | -13.1% | -8.4% |
| 30D | +0.1% | +15.4% | -15.3% | -3.7% |
| 3M | +9.2% | +6.3% | +2.8% | +7.5% |
| 6M | +8.4% | +5.6% | +2.8% | +6.5% |
| YTD | +44.9% | +9.9% | +35.0% | +40.7% |
| 1Y | +49.9% | +20.8% | +29.0% | +43.6% |
| All | +49.9% | +21.9% | +28.0% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling