+543.0%
XYZ vs WM
+451.2%
+91.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.7% |
| 7D | +9.2% | +4.5% | +4.7% | +6.6% |
| 30D | +9.8% | +16.1% | -6.3% | +0.8% |
| 3M | -0.2% | +8.0% | -8.2% | -4.8% |
| 6M | +18.0% | +8.4% | +9.5% | +11.1% |
| YTD | +29.1% | +11.2% | +17.9% | +19.2% |
| 1Y | +14.1% | +22.3% | -8.2% | -0.8% |
| 3Y | +72.6% | +50.2% | +22.4% | +25.7% |
| 5Y | -64.6% | +63.3% | -127.9% | -75.9% |
| 10Y | +590.0% | +355.0% | +235.0% | +153.9% |
| All | +543.0% | +451.2% | +91.8% | +109.5% |
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 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