+233.4%
XLY vs WM
+330.8%
-97.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +2.0% | +3.2% | -1.2% | +0.7% |
| 30D | +7.6% | +13.0% | -5.4% | +2.1% |
| 3M | +1.5% | +9.2% | -7.7% | -2.4% |
| 6M | +1.5% | +13.6% | -12.2% | -4.6% |
| YTD | +1.1% | +12.4% | -11.3% | -5.1% |
| 1Y | +4.3% | +21.2% | -16.9% | -5.5% |
| 3Y | +51.8% | +48.7% | +3.1% | +21.2% |
| 5Y | +22.8% | +61.9% | -39.1% | -7.5% |
| All | +233.4% | +330.8% | -97.4% | +62.8% |
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