+1,472.6%
XLK vs WM
+815.4%
+657.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | +0.7% | -2.4% | +3.1% | +1.5% |
| 3M | -2.9% | +0.4% | -3.4% | -3.8% |
| 6M | +34.3% | -9.5% | +43.7% | +37.4% |
| YTD | +30.4% | +0.5% | +29.9% | +28.4% |
| 1Y | +43.4% | -1.1% | +44.5% | +41.3% |
| 3Y | +116.8% | +46.0% | +70.8% | +83.0% |
| 5Y | +144.0% | +51.8% | +92.2% | +102.2% |
| 10Y | +778.8% | +307.5% | +471.2% | +418.9% |
| All | +1,472.6% | +815.4% | +657.2% | +491.6% |
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