+210.0%
NXPI vs WSM
+1,058.9%
-848.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.1% |
| 7D | +0.7% | +0.4% | +0.2% | +0.5% |
| 30D | -4.2% | -10.7% | +6.5% | +0.1% |
| 3M | -20.4% | +8.5% | -28.9% | -23.2% |
| 6M | +12.5% | +19.6% | -7.1% | +3.7% |
| YTD | +5.2% | +26.6% | -21.4% | -5.5% |
| 1Y | +5.1% | +12.0% | -6.8% | -1.2% |
| 3Y | +17.7% | +226.6% | -209.0% | -31.4% |
| 5Y | +16.8% | +174.1% | -157.3% | -30.0% |
| All | +210.0% | +1,058.9% | -848.8% | +0.4% |
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