+60.8%
XLU vs WM
+46.5%
+14.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +0.5% | +0.8% | -0.3% | +0.3% |
| 30D | +5.3% | +13.8% | -8.5% | +1.3% |
| 3M | +1.2% | +6.4% | -5.2% | -0.7% |
| 6M | -1.6% | +13.2% | -14.8% | -5.3% |
| YTD | +4.8% | +10.8% | -6.0% | +1.2% |
| 1Y | +0.5% | +20.2% | -19.7% | -5.5% |
| All | +60.8% | +46.5% | +14.4% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling