+24.3%
XLP vs WM
+21.9%
+2.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +2.7% |
| 7D | +5.9% | +5.9% | -0.1% | +3.7% |
| 30D | +13.5% | +15.4% | -2.0% | +7.8% |
| 3M | +8.4% | +6.3% | +2.1% | +5.8% |
| 6M | +11.5% | +5.6% | +6.0% | +8.8% |
| YTD | +20.6% | +9.9% | +10.7% | +15.6% |
| 1Y | +24.3% | +20.8% | +3.5% | +15.2% |
| All | +24.3% | +21.9% | +2.4% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling