+160.8%
EXC vs WSM
+997.3%
-836.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.6% |
| 7D | +0.3% | +2.6% | -2.3% | 0.0% |
| 30D | -0.9% | -9.3% | +8.4% | +0.2% |
| 3M | -2.7% | +7.1% | -9.8% | -3.5% |
| 6M | -9.4% | +21.7% | -31.1% | -11.6% |
| YTD | +3.0% | +28.7% | -25.7% | -0.4% |
| 1Y | +5.1% | +13.9% | -8.7% | +2.9% |
| 3Y | +20.6% | +232.2% | -211.6% | -2.5% |
| 5Y | +45.7% | +176.4% | -130.7% | +18.0% |
| 10Y | +160.8% | +1,072.4% | -911.6% | +60.3% |
| All | +160.8% | +997.3% | -836.5% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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