+169.9%
XLV vs WM
+306.3%
-136.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -4.4% | -3.1% | -1.3% | -2.9% |
| 30D | -1.4% | -5.3% | +3.9% | +1.1% |
| 3M | +8.9% | -4.2% | +13.1% | +10.9% |
| 6M | +9.1% | -8.1% | +17.2% | +13.0% |
| YTD | +7.9% | -1.4% | +9.4% | +7.8% |
| 1Y | +22.7% | +0.2% | +22.5% | +21.4% |
| 3Y | +31.9% | +43.1% | -11.2% | +6.3% |
| 5Y | +34.9% | +49.8% | -14.9% | +4.5% |
| All | +169.9% | +306.3% | -136.5% | +36.9% |
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 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