+508.9%
XLP vs WM
+815.4%
-306.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -0.9% | -2.4% | +1.5% | -0.3% |
| 3M | +3.8% | +0.4% | +3.4% | +3.7% |
| 6M | -1.7% | -9.5% | +7.7% | +0.6% |
| YTD | +10.3% | +0.5% | +9.8% | +9.9% |
| 1Y | +7.8% | -1.1% | +8.9% | +7.8% |
| 3Y | +27.2% | +46.0% | -18.8% | +15.0% |
| 5Y | +32.5% | +51.8% | -19.3% | +18.4% |
| 10Y | +101.8% | +307.5% | -205.7% | +45.6% |
| All | +508.9% | +815.4% | -306.4% | +243.1% |
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