+163.9%
XLE vs WM
+337.2%
-173.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -7.9% | -0.5% | -7.4% | -7.8% |
| 30D | -4.8% | +13.3% | -18.1% | -11.3% |
| 3M | +8.4% | +4.4% | +4.0% | +5.4% |
| 6M | +12.7% | +10.8% | +1.8% | +5.6% |
| YTD | +41.3% | +9.1% | +32.2% | +33.1% |
| 1Y | +42.3% | +19.1% | +23.2% | +27.5% |
| 3Y | +65.1% | +45.7% | +19.4% | +26.6% |
| 5Y | +150.2% | +60.4% | +89.8% | +75.3% |
| 10Y | +163.9% | +328.7% | -164.8% | +20.2% |
| All | +163.9% | +337.2% | -173.3% | +20.2% |
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