+599.5%
XYZ vs WM
+339.4%
+260.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.9% |
| 7D | +12.1% | +1.2% | +10.9% | +11.4% |
| 30D | +12.4% | +13.1% | -0.7% | +4.5% |
| 3M | +8.2% | +3.6% | +4.6% | +5.6% |
| 6M | +20.7% | +8.1% | +12.6% | +13.5% |
| YTD | +31.3% | +8.9% | +22.4% | +22.4% |
| 1Y | +20.5% | +20.3% | +0.2% | +5.3% |
| 3Y | +72.6% | +46.2% | +26.4% | +26.3% |
| 5Y | -64.0% | +59.9% | -123.9% | -75.6% |
| All | +599.5% | +339.4% | +260.1% | +168.5% |
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 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