+22.6%
XHB vs WSM
+230.1%
-207.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -4.6% | -0.5% | -4.1% | -4.4% |
| 30D | -9.1% | -7.7% | -1.4% | -6.3% |
| 3M | -8.6% | +3.8% | -12.3% | -9.8% |
| 6M | -4.0% | +22.7% | -26.7% | -11.0% |
| YTD | -3.9% | +28.0% | -31.9% | -12.4% |
| 1Y | -16.5% | +12.7% | -29.2% | -20.7% |
| 3Y | +22.6% | +231.3% | -208.7% | -19.2% |
| All | +22.6% | +230.1% | -207.5% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling