+54.8%
XLF vs WM
+59.1%
-4.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | +1.2% | +1.2% | -0.1% | +0.8% |
| 30D | +6.3% | +13.1% | -6.7% | +2.1% |
| 3M | -0.8% | +3.6% | -4.4% | -2.0% |
| 6M | +11.0% | +8.1% | +3.0% | +7.8% |
| YTD | +5.6% | +8.9% | -3.3% | +1.7% |
| 1Y | +10.8% | +20.3% | -9.5% | +2.7% |
| 3Y | +77.8% | +46.2% | +31.6% | +49.4% |
| All | +54.8% | +59.1% | -4.3% | +23.7% |
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