+599.6%
XYZ vs WM
+306.5%
+293.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | -1.0% | -0.3% | -0.7% | -0.8% |
| 30D | -1.7% | -2.4% | +0.7% | -0.6% |
| 3M | +16.7% | +0.4% | +16.3% | +15.2% |
| 6M | +26.9% | -9.5% | +36.3% | +32.5% |
| YTD | +27.1% | +0.5% | +26.6% | +24.5% |
| 1Y | +9.3% | -1.1% | +10.3% | +7.6% |
| 3Y | +42.3% | +46.0% | -3.8% | +2.7% |
| 5Y | -69.3% | +51.8% | -121.1% | -78.6% |
| All | +599.6% | +306.5% | +293.1% | +159.9% |
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