+176.9%
XLE vs WSM
+1,058.9%
-881.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | +0.5% | +0.4% | 0.0% | +0.4% |
| 30D | +6.6% | -10.7% | +17.3% | +8.9% |
| 3M | +12.3% | +8.5% | +3.8% | +9.9% |
| 6M | +18.4% | +19.6% | -1.2% | +12.9% |
| YTD | +47.2% | +26.6% | +20.6% | +38.2% |
| 1Y | +50.3% | +12.0% | +38.3% | +44.4% |
| 3Y | +55.3% | +226.6% | -171.3% | +10.6% |
| 5Y | +226.0% | +174.1% | +51.8% | +131.9% |
| All | +176.9% | +1,058.9% | -881.9% | +13.9% |
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