+74.2%
XLF vs WSM
+230.1%
-155.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -1.5% | -0.5% | -0.9% | -1.4% |
| 30D | -1.2% | -7.7% | +6.6% | -0.1% |
| 3M | +9.2% | +3.8% | +5.4% | +8.5% |
| 6M | +16.3% | +22.7% | -6.3% | +12.7% |
| YTD | +5.4% | +28.0% | -22.6% | +1.7% |
| 1Y | +7.6% | +12.7% | -5.1% | +5.2% |
| 3Y | +74.2% | +231.3% | -157.1% | +48.1% |
| All | +74.2% | +230.1% | -155.9% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling