+3.3%
XLU vs WM
-0.1%
+3.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -1.2% | -3.1% | +1.9% | -0.5% |
| 30D | -2.5% | -5.3% | +2.8% | -1.4% |
| 3M | -2.7% | -4.2% | +1.5% | -1.9% |
| 6M | -7.5% | -8.1% | +0.6% | -6.0% |
| YTD | +0.9% | -1.4% | +2.4% | +1.4% |
| 1Y | +3.3% | +0.2% | +3.1% | +4.3% |
| All | +3.3% | -0.1% | +3.4% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling