+35.0%
XLB vs WSM
+182.5%
-147.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -2.9% | +2.6% | -5.6% | -3.5% |
| 30D | -3.4% | -9.3% | +5.9% | -1.3% |
| 3M | +1.6% | +7.1% | -5.5% | 0.0% |
| 6M | +3.6% | +21.7% | -18.1% | -1.0% |
| YTD | +14.2% | +28.7% | -14.5% | +7.6% |
| 1Y | +15.6% | +13.9% | +1.7% | +11.5% |
| 3Y | +33.1% | +232.2% | -199.1% | -3.3% |
| 5Y | +35.0% | +176.4% | -141.3% | -3.3% |
| All | +35.0% | +182.5% | -147.4% | -3.3% |
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 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