+33.0%
XLY vs WM
+44.2%
-11.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -2.1% | -1.2% | -0.9% | -2.0% |
| 30D | -6.0% | -4.5% | -1.5% | -5.6% |
| 3M | -2.7% | -2.2% | -0.6% | -2.7% |
| 6M | -1.5% | -11.5% | +10.0% | 0.0% |
| YTD | -5.4% | -0.7% | -4.8% | -5.9% |
| 1Y | -3.8% | +0.3% | -4.2% | -4.4% |
| All | +33.0% | +44.2% | -11.2% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling