+34.5%
NXPI vs WSM
+165.0%
-130.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.6% | +1.0% |
| 7D | +9.4% | -3.2% | +12.5% | +10.7% |
| 30D | +18.1% | +4.6% | +13.5% | +15.8% |
| 3M | +15.0% | +2.4% | +12.6% | +13.6% |
| 6M | -8.4% | +43.7% | -52.1% | -21.5% |
| YTD | +24.8% | +42.1% | -17.3% | +6.3% |
| 1Y | +33.3% | +32.3% | +1.0% | +16.8% |
| 3Y | +51.0% | +253.0% | -202.0% | -16.9% |
| 5Y | +34.5% | +161.3% | -126.7% | -19.1% |
| All | +34.5% | +165.0% | -130.5% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling