+1,184.6%
XLY vs WM
+923.7%
+260.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +2.0% | +3.2% | -1.2% | +0.9% |
| 30D | +7.6% | +13.0% | -5.4% | +3.0% |
| 3M | +1.5% | +9.2% | -7.7% | -1.8% |
| 6M | +1.5% | +13.6% | -12.2% | -3.5% |
| YTD | +1.1% | +12.4% | -11.3% | -3.9% |
| 1Y | +4.3% | +21.2% | -16.9% | -3.6% |
| 3Y | +51.8% | +48.7% | +3.1% | +28.8% |
| 5Y | +22.8% | +61.9% | -39.1% | +0.5% |
| 10Y | +233.4% | +331.0% | -97.6% | +93.4% |
| All | +1,184.6% | +923.7% | +260.9% | +390.9% |
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 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