+804.3%
XLK vs WM
+303.2%
+501.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +2.3% | -1.2% | +3.5% | +2.8% |
| 30D | +0.8% | -4.5% | +5.3% | +2.7% |
| 3M | +4.1% | -2.2% | +6.2% | +4.0% |
| 6M | +34.8% | -11.5% | +46.2% | +40.4% |
| YTD | +30.8% | -0.7% | +31.5% | +28.3% |
| 1Y | +42.4% | +0.3% | +42.0% | +38.1% |
| 3Y | +121.8% | +44.2% | +77.6% | +69.3% |
| 5Y | +146.6% | +51.6% | +95.0% | +79.7% |
| 10Y | +804.3% | +310.4% | +493.8% | +286.3% |
| All | +804.3% | +303.2% | +501.0% | +286.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling