+300.1%
EXEL vs WSM
+4,801.2%
-4,501.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.9% |
| 7D | +8.4% | -3.3% | +11.6% | +9.5% |
| 30D | +4.1% | -8.4% | +12.5% | +7.1% |
| 3M | +12.4% | +9.7% | +2.8% | +8.6% |
| 6M | +41.5% | +16.7% | +24.9% | +33.4% |
| YTD | +34.6% | +28.7% | +6.0% | +22.3% |
| 1Y | +57.9% | +13.7% | +44.2% | +48.6% |
| 3Y | +159.5% | +230.1% | -70.6% | +53.7% |
| 5Y | +198.5% | +179.0% | +19.5% | +73.9% |
| 10Y | +411.4% | +1,002.5% | -591.2% | +49.5% |
| All | +300.1% | +4,801.2% | -4,501.2% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling