+167.2%
XLE vs WM
+339.4%
-172.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +1.1% |
| 7D | -12.0% | +1.2% | -13.2% | -12.7% |
| 30D | -2.7% | +13.1% | -15.8% | -9.3% |
| 3M | +6.6% | +3.6% | +3.0% | +4.1% |
| 6M | +9.5% | +8.1% | +1.5% | +4.1% |
| YTD | +40.6% | +8.9% | +31.6% | +32.5% |
| 1Y | +43.6% | +20.3% | +23.3% | +27.9% |
| 3Y | +58.1% | +46.2% | +11.9% | +20.9% |
| 5Y | +152.2% | +59.9% | +92.3% | +77.1% |
| All | +167.2% | +339.4% | -172.2% | +21.2% |
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