+21.3%
EXC vs WSM
+239.4%
-218.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +1.2% | +2.6% | -1.3% | +1.2% |
| 30D | -2.7% | -9.5% | +6.8% | -2.8% |
| 3M | -1.0% | +12.9% | -13.9% | -0.9% |
| 6M | -9.3% | +23.0% | -32.3% | -9.1% |
| YTD | +3.6% | +28.9% | -25.3% | +3.8% |
| 1Y | +5.9% | +13.7% | -7.8% | +6.0% |
| 3Y | +21.3% | +232.6% | -211.3% | +9.2% |
| All | +21.3% | +239.4% | -218.1% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling