+143.2%
XLU vs WM
+303.2%
-160.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | +0.6% | -1.2% | +1.8% | +1.3% |
| 30D | -0.4% | -4.5% | +4.0% | +2.1% |
| 3M | -1.7% | -2.2% | +0.5% | -0.9% |
| 6M | -7.1% | -11.5% | +4.4% | -1.2% |
| YTD | +1.9% | -0.7% | +2.6% | +1.3% |
| 1Y | +6.1% | +0.3% | +5.8% | +4.4% |
| 3Y | +48.8% | +44.2% | +4.6% | +14.1% |
| 5Y | +43.8% | +51.6% | -7.8% | +5.2% |
| 10Y | +143.2% | +310.4% | -167.2% | +5.7% |
| All | +143.2% | +303.2% | -160.0% | +5.7% |
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