+167.2%
XLE vs WM
+348.7%
-181.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.1% | -3.6% |
| 7D | -10.3% | +4.5% | -14.8% | -12.4% |
| 30D | -3.3% | +16.1% | -19.4% | -11.0% |
| 3M | +8.2% | +8.0% | +0.1% | +3.3% |
| 6M | +5.0% | +8.4% | -3.4% | -0.2% |
| YTD | +40.6% | +11.2% | +29.4% | +31.2% |
| 1Y | +45.0% | +22.3% | +22.7% | +28.1% |
| 3Y | +56.3% | +50.2% | +6.1% | +17.8% |
| 5Y | +152.2% | +63.3% | +88.9% | +75.2% |
| All | +167.2% | +348.7% | -181.5% | +19.9% |
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