+643.4%
XLU vs WM
+815.4%
-172.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | -1.3% | -2.4% | +1.0% | -0.6% |
| 3M | -1.3% | +0.4% | -1.8% | -1.6% |
| 6M | -7.6% | -9.5% | +1.8% | -5.1% |
| YTD | +2.3% | +0.5% | +1.8% | +1.7% |
| 1Y | +5.8% | -1.1% | +6.9% | +5.6% |
| 3Y | +50.5% | +46.0% | +4.5% | +33.0% |
| 5Y | +44.1% | +51.8% | -7.7% | +25.7% |
| 10Y | +138.2% | +307.5% | -169.3% | +61.7% |
| All | +643.4% | +815.4% | -172.0% | +276.9% |
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