+1,117.7%
XLY vs WM
+810.3%
+307.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | -4.9% | -4.3% | -0.5% | -3.4% |
| 3M | -1.0% | +0.8% | -1.8% | -1.6% |
| 6M | 0.0% | -10.8% | +10.8% | +3.4% |
| YTD | -4.2% | -0.1% | -4.1% | -4.9% |
| 1Y | -2.7% | +1.0% | -3.7% | -4.1% |
| 3Y | +38.4% | +45.1% | -6.6% | +18.5% |
| 5Y | +28.9% | +52.1% | -23.2% | +7.9% |
| 10Y | +214.7% | +302.9% | -88.2% | +87.3% |
| All | +1,117.7% | +810.3% | +307.4% | +385.7% |
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