+136.0%
XLC vs WSM
+870.8%
-734.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | -1.9% | +5.1% | -7.0% | -3.1% |
| 3M | -3.1% | +5.1% | -8.2% | -4.4% |
| 6M | -6.4% | +48.6% | -55.0% | -14.7% |
| YTD | -6.8% | +44.2% | -51.0% | -15.0% |
| 1Y | -1.7% | +38.1% | -39.8% | -9.6% |
| 3Y | +64.7% | +257.2% | -192.5% | +14.7% |
| 5Y | +41.1% | +165.1% | -124.0% | +1.2% |
| All | +136.0% | +870.8% | -734.8% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling