+172.0%
XHB vs WSM
+1,767.6%
-1,595.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | +0.2% | +2.6% | -2.4% | -1.0% |
| 30D | -9.1% | -9.5% | +0.4% | -4.9% |
| 3M | -2.3% | +12.9% | -15.2% | -7.5% |
| 6M | -4.1% | +23.0% | -27.2% | -12.7% |
| YTD | -1.7% | +28.9% | -30.6% | -12.7% |
| 1Y | -15.1% | +13.7% | -28.8% | -20.6% |
| 3Y | +26.8% | +232.6% | -205.8% | -32.4% |
| 5Y | +37.3% | +185.9% | -148.5% | -25.8% |
| 10Y | +205.7% | +998.6% | -792.9% | -25.7% |
| All | +172.0% | +1,767.6% | -1,595.6% | -56.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling