-65.6%
XE vs WSM
+42.1%
-107.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +6.5% | -14.9% | -9.4% |
| 7D | -12.9% | +8.0% | -20.9% | -14.2% |
| 30D | -30.3% | +13.5% | -43.7% | -32.3% |
| 3M | -45.9% | +8.8% | -54.7% | -46.9% |
| 6M | -66.2% | +54.7% | -120.9% | -74.2% |
| All | -65.6% | +42.1% | -107.7% | -71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling