+163.9%
XLE vs WSM
+1,226.6%
-1,062.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -6.7% | +3.1% | -9.8% | -7.4% |
| 30D | -4.4% | +8.5% | -12.9% | -6.2% |
| 3M | +4.0% | +4.6% | -0.6% | +2.7% |
| 6M | +13.2% | +44.5% | -31.4% | +3.9% |
| YTD | +41.9% | +48.4% | -6.5% | +28.6% |
| 1Y | +41.6% | +36.2% | +5.4% | +30.6% |
| 3Y | +64.0% | +268.8% | -204.8% | +14.2% |
| 5Y | +158.1% | +185.2% | -27.1% | +84.1% |
| 10Y | +163.9% | +1,175.8% | -1,011.9% | +7.2% |
| All | +163.9% | +1,226.6% | -1,062.7% | +7.2% |
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