+161.1%
XLU vs WM
+331.3%
-170.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.9% |
| 7D | +1.2% | +1.2% | 0.0% | +0.5% |
| 30D | +4.6% | +15.2% | -10.6% | -3.5% |
| 3M | +0.7% | +8.3% | -7.7% | -4.0% |
| 6M | -1.7% | +13.1% | -14.9% | -8.9% |
| YTD | +4.8% | +12.5% | -7.8% | -3.2% |
| 1Y | +0.2% | +21.8% | -21.6% | -11.7% |
| 3Y | +58.9% | +48.8% | +10.1% | +20.5% |
| 5Y | +52.8% | +62.1% | -9.3% | +8.2% |
| All | +161.1% | +331.3% | -170.2% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling