+43.7%
XLP vs WM
+50.2%
-6.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.2% |
| 7D | +3.5% | +4.5% | -1.0% | +2.0% |
| 30D | +11.6% | +16.1% | -4.5% | +6.1% |
| 3M | +7.6% | +8.0% | -0.4% | +4.7% |
| 6M | +10.0% | +8.4% | +1.6% | +6.9% |
| YTD | +19.7% | +11.2% | +8.5% | +15.0% |
| 1Y | +23.5% | +22.3% | +1.1% | +14.9% |
| All | +43.7% | +50.2% | -6.5% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling