+173.9%
XLE vs WSM
+1,181.2%
-1,007.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -0.2% | -3.0% | +2.7% | +0.3% |
| 30D | -4.0% | +10.1% | -14.1% | -6.1% |
| 3M | +4.6% | +4.9% | -0.3% | +3.2% |
| 6M | +12.3% | +49.8% | -37.5% | +2.4% |
| YTD | +44.5% | +48.7% | -4.2% | +30.9% |
| 1Y | +42.4% | +38.7% | +3.7% | +30.8% |
| 3Y | +67.0% | +269.5% | -202.5% | +16.2% |
| 5Y | +161.9% | +179.0% | -17.1% | +88.0% |
| 10Y | +173.9% | +1,162.3% | -988.4% | +10.7% |
| All | +173.9% | +1,181.2% | -1,007.3% | +10.7% |
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 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