+570.5%
XYZ vs WM
+444.9%
+125.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.6% | +13.7% | +14.4% |
| 7D | +16.5% | +5.9% | +10.6% | +13.0% |
| 30D | +15.0% | +15.4% | -0.4% | +5.9% |
| 3M | +3.5% | +6.3% | -2.8% | -0.4% |
| 6M | +21.9% | +5.6% | +16.3% | +16.6% |
| YTD | +34.6% | +9.9% | +24.7% | +25.2% |
| 1Y | +20.7% | +20.8% | -0.1% | +5.7% |
| 3Y | +80.0% | +48.5% | +31.5% | +32.0% |
| 5Y | -64.6% | +60.6% | -125.2% | -75.6% |
| 10Y | +619.5% | +349.8% | +269.7% | +166.5% |
| All | +570.5% | +444.9% | +125.6% | +120.0% |
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