+925.7%
XLV vs WM
+815.4%
+110.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | +4.4% | -2.4% | +6.8% | +5.1% |
| 3M | +13.2% | +0.4% | +12.8% | +13.0% |
| 6M | +10.1% | -9.5% | +19.6% | +13.0% |
| YTD | +11.7% | +0.5% | +11.2% | +11.2% |
| 1Y | +26.9% | -1.1% | +28.0% | +26.7% |
| 3Y | +35.0% | +46.0% | -11.1% | +19.5% |
| 5Y | +35.9% | +51.8% | -16.0% | +18.5% |
| 10Y | +179.0% | +307.5% | -128.5% | +87.3% |
| All | +925.7% | +815.4% | +110.3% | +390.5% |
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