+215.2%
XLY vs WM
+303.9%
-88.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -1.7% | -2.5% | +0.8% | -0.7% |
| 30D | -4.2% | -5.7% | +1.5% | -1.8% |
| 3M | -2.7% | -2.4% | -0.2% | -2.1% |
| 6M | -0.6% | -9.0% | +8.4% | +2.6% |
| YTD | -5.0% | -2.0% | -3.0% | -5.4% |
| 1Y | -4.1% | -1.6% | -2.5% | -4.9% |
| 3Y | +33.6% | +41.3% | -7.7% | +8.1% |
| 5Y | +28.7% | +48.9% | -20.2% | -0.1% |
| All | +215.2% | +303.9% | -88.7% | +56.9% |
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