+54.6%
XLE vs WM
+46.1%
+8.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.6% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +11.8% | -2.4% | +14.1% | +12.4% |
| 3M | +9.8% | +0.4% | +9.4% | +9.5% |
| 6M | +15.6% | -9.5% | +25.1% | +17.8% |
| YTD | +45.3% | +0.5% | +44.8% | +44.8% |
| 1Y | +48.3% | -1.1% | +49.4% | +48.4% |
| All | +54.6% | +46.1% | +8.5% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling