+566.3%
XLP vs WM
+901.3%
-335.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +3.0% |
| 7D | +5.9% | +5.9% | -0.1% | +4.4% |
| 30D | +13.5% | +15.4% | -2.0% | +9.4% |
| 3M | +8.4% | +6.3% | +2.1% | +6.7% |
| 6M | +11.5% | +5.6% | +6.0% | +9.9% |
| YTD | +20.6% | +9.9% | +10.7% | +17.5% |
| 1Y | +24.3% | +20.8% | +3.5% | +18.3% |
| 3Y | +45.1% | +48.5% | -3.5% | +30.6% |
| 5Y | +44.6% | +60.6% | -16.0% | +27.3% |
| 10Y | +133.1% | +349.8% | -216.7% | +64.2% |
| All | +566.3% | +901.3% | -335.0% | +267.0% |
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