+14.1%
XYZ vs WM
+22.5%
-8.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.2% |
| 7D | +9.2% | +4.5% | +4.7% | +9.1% |
| 30D | +9.8% | +16.1% | -6.3% | +9.9% |
| 3M | -0.2% | +8.0% | -8.2% | -0.6% |
| 6M | +18.0% | +8.4% | +9.5% | +18.2% |
| YTD | +29.1% | +11.2% | +17.9% | +28.2% |
| 1Y | +14.1% | +22.3% | -8.2% | +7.6% |
| All | +14.1% | +22.5% | -8.3% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling