+1,284.9%
XLK vs WM
+891.9%
+393.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.5% | +2.2% |
| 7D | -8.2% | +1.2% | -9.4% | -8.7% |
| 30D | -18.2% | +13.1% | -31.3% | -21.9% |
| 3M | -11.0% | +3.6% | -14.6% | -12.6% |
| 6M | -2.9% | +8.1% | -11.0% | -6.8% |
| YTD | +14.8% | +8.9% | +5.9% | +9.4% |
| 1Y | +14.5% | +20.3% | -5.8% | +5.1% |
| 3Y | +94.2% | +46.2% | +48.0% | +63.6% |
| 5Y | +104.6% | +59.9% | +44.7% | +65.9% |
| 10Y | +690.2% | +345.6% | +344.7% | +350.5% |
| All | +1,284.9% | +891.9% | +393.0% | +404.3% |
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 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