+411.2%
XLF vs WSM
+4,194.2%
-3,783.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.1% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -1.6% | -10.7% | +9.1% | +1.4% |
| 3M | +9.3% | +8.5% | +0.8% | +6.5% |
| 6M | +14.6% | +19.6% | -5.0% | +8.3% |
| YTD | +4.7% | +26.6% | -21.9% | -2.8% |
| 1Y | +8.6% | +12.0% | -3.3% | +3.9% |
| 3Y | +73.9% | +226.6% | -152.8% | +15.2% |
| 5Y | +65.0% | +174.1% | -109.1% | +9.5% |
| 10Y | +250.4% | +1,052.9% | -802.5% | +35.5% |
| All | +411.2% | +4,194.2% | -3,783.0% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling