+31.8%
XHB vs WSM
+171.2%
-139.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -1.7% |
| 7D | -5.2% | +0.4% | -5.7% | -5.4% |
| 30D | -12.1% | -10.7% | -1.4% | -8.0% |
| 3M | -6.2% | +8.5% | -14.7% | -9.2% |
| 6M | -6.7% | +19.6% | -26.3% | -13.3% |
| YTD | -5.5% | +26.6% | -32.1% | -14.3% |
| 1Y | -15.6% | +12.0% | -27.6% | -20.0% |
| 3Y | +22.0% | +226.6% | -204.7% | -30.4% |
| 5Y | +31.8% | +174.1% | -142.3% | -25.6% |
| All | +31.8% | +171.2% | -139.4% | -25.6% |
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