+103.5%
XLK vs WM
+59.1%
+44.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.5% | +1.7% |
| 7D | -8.2% | +1.2% | -9.4% | -8.4% |
| 30D | -18.2% | +13.1% | -31.3% | -19.7% |
| 3M | -11.0% | +3.6% | -14.6% | -11.5% |
| 6M | -2.9% | +8.1% | -11.0% | -4.8% |
| YTD | +14.8% | +8.9% | +5.9% | +11.8% |
| 1Y | +14.5% | +20.3% | -5.8% | +7.7% |
| 3Y | +94.2% | +46.2% | +48.0% | +62.9% |
| All | +103.5% | +59.1% | +44.4% | +59.2% |
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