+44.4%
XLE vs WM
+19.8%
+24.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.6% |
| 7D | -0.2% | +0.8% | -1.0% | -0.4% |
| 30D | -4.0% | +13.8% | -17.8% | -7.2% |
| 3M | +4.6% | +6.4% | -1.8% | +3.1% |
| 6M | +12.3% | +13.2% | -0.9% | +8.2% |
| YTD | +44.5% | +10.8% | +33.8% | +40.1% |
| All | +44.4% | +19.8% | +24.7% | +38.6% |
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