+661.7%
XLU vs WM
+908.8%
-247.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +0.5% | +0.8% | -0.3% | +0.2% |
| 30D | +5.3% | +13.8% | -8.5% | +1.2% |
| 3M | +1.2% | +6.4% | -5.2% | -0.8% |
| 6M | -1.6% | +13.2% | -14.8% | -5.5% |
| YTD | +4.8% | +10.8% | -6.0% | +1.1% |
| 1Y | +0.5% | +20.2% | -19.7% | -5.4% |
| 3Y | +58.9% | +46.5% | +12.4% | +40.1% |
| 5Y | +52.7% | +61.3% | -8.5% | +30.6% |
| 10Y | +161.0% | +324.8% | -163.8% | +74.0% |
| All | +661.7% | +908.8% | -247.1% | +274.6% |
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