+37.6%
XLC vs WSM
+182.5%
-144.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.4% | +2.6% | -4.0% | -2.0% |
| 30D | -0.9% | -9.3% | +8.4% | +1.2% |
| 3M | -0.3% | +7.1% | -7.4% | -2.0% |
| 6M | -5.2% | +21.7% | -26.9% | -9.7% |
| YTD | -5.3% | +28.7% | -34.0% | -11.3% |
| 1Y | -2.8% | +13.9% | -16.7% | -6.7% |
| 3Y | +71.2% | +232.2% | -161.0% | +16.4% |
| 5Y | +37.6% | +176.4% | -138.8% | -7.7% |
| All | +37.6% | +182.5% | -144.9% | -7.7% |
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