+178.7%
XHB vs WSM
+1,764.2%
-1,585.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | 0.0% |
| 7D | -1.3% | -3.3% | +2.0% | +0.2% |
| 30D | -6.9% | -8.4% | +1.5% | -3.2% |
| 3M | -1.3% | +9.7% | -10.9% | -5.3% |
| 6M | -6.8% | +16.7% | -23.5% | -13.1% |
| YTD | +0.7% | +28.7% | -28.0% | -10.4% |
| 1Y | -11.2% | +13.7% | -24.9% | -16.9% |
| 3Y | +25.3% | +230.1% | -204.8% | -33.0% |
| 5Y | +37.3% | +179.0% | -141.6% | -24.9% |
| 10Y | +211.5% | +1,002.5% | -791.0% | -24.4% |
| All | +178.7% | +1,764.2% | -1,585.5% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling