+200.1%
EXC vs WSM
+1,181.2%
-981.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.4% | -3.0% | +1.6% | -1.0% |
| 30D | +8.3% | +10.1% | -1.8% | +7.1% |
| 3M | +2.6% | +4.9% | -2.3% | +2.0% |
| 6M | +5.2% | +49.8% | -44.6% | +0.2% |
| YTD | +7.5% | +48.7% | -41.2% | +2.1% |
| 1Y | +3.2% | +38.7% | -35.6% | -1.3% |
| 3Y | +29.5% | +269.5% | -240.0% | +3.3% |
| 5Y | +39.7% | +179.0% | -139.3% | +13.9% |
| 10Y | +200.1% | +1,162.3% | -962.2% | +70.9% |
| All | +200.1% | +1,181.2% | -981.1% | +70.9% |
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