+415.6%
XLF vs WM
+891.9%
-476.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.3% |
| 7D | +1.2% | +1.2% | -0.1% | +0.6% |
| 30D | +6.3% | +13.1% | -6.7% | +0.5% |
| 3M | -0.8% | +3.6% | -4.4% | -2.6% |
| 6M | +11.0% | +8.1% | +3.0% | +6.5% |
| YTD | +5.6% | +8.9% | -3.3% | +0.5% |
| 1Y | +10.8% | +20.3% | -9.5% | +0.6% |
| 3Y | +77.8% | +46.2% | +31.6% | +45.8% |
| 5Y | +55.6% | +59.9% | -4.3% | +21.3% |
| 10Y | +252.5% | +345.6% | -93.1% | +76.8% |
| All | +415.6% | +891.9% | -476.3% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling