+179.2%
XLE vs WM
+330.8%
-151.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +5.4% | +3.2% | +2.2% | +3.7% |
| 30D | -3.9% | +13.0% | -17.0% | -10.3% |
| 3M | +7.0% | +9.2% | -2.2% | +1.7% |
| 6M | +14.2% | +13.6% | +0.6% | +5.7% |
| YTD | +48.2% | +12.4% | +35.8% | +37.5% |
| 1Y | +47.7% | +21.2% | +26.5% | +31.2% |
| 3Y | +70.0% | +48.7% | +21.3% | +29.1% |
| 5Y | +169.1% | +61.9% | +107.3% | +88.6% |
| All | +179.2% | +330.8% | -151.6% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling