-5.8%
XLC vs WSM
+44.0%
-49.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.0% | +2.6% |
| 7D | +1.8% | +8.0% | -6.2% | +0.7% |
| 30D | -6.0% | +13.5% | -19.4% | -7.6% |
| 3M | -6.0% | +8.8% | -14.9% | -7.1% |
| 6M | -9.1% | +54.7% | -63.8% | -14.1% |
| YTD | -10.0% | +53.3% | -63.3% | -15.2% |
| 1Y | -5.8% | +41.1% | -46.9% | -10.2% |
| All | -5.8% | +44.0% | -49.8% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling