+218.0%
XLE vs WM
+52.1%
+165.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.5% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +11.8% | -2.4% | +14.1% | +12.5% |
| 3M | +9.8% | +0.4% | +9.4% | +9.5% |
| 6M | +15.6% | -9.5% | +25.1% | +18.5% |
| YTD | +45.3% | +0.5% | +44.8% | +44.6% |
| 1Y | +48.3% | -1.1% | +49.4% | +48.2% |
| 3Y | +55.4% | +46.0% | +9.4% | +36.2% |
| All | +218.0% | +52.1% | +165.9% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling