+4.3%
XLY vs WM
+21.5%
-17.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +2.0% | +3.2% | -1.2% | +2.1% |
| 30D | +7.6% | +13.0% | -5.4% | +8.2% |
| 3M | +1.5% | +9.2% | -7.7% | +1.7% |
| 6M | +1.5% | +13.6% | -12.2% | +2.1% |
| YTD | +1.1% | +12.4% | -11.3% | +0.5% |
| 1Y | +4.3% | +21.2% | -16.9% | +3.4% |
| All | +4.3% | +21.5% | -17.2% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling