+253.9%
XLI vs WSM
+1,071.8%
-817.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -1.7% | -0.5% | -1.1% | -1.5% |
| 30D | -7.3% | -7.7% | +0.4% | -5.6% |
| 3M | -1.3% | +3.8% | -5.1% | -2.3% |
| 6M | +2.2% | +22.7% | -20.4% | -2.7% |
| YTD | +11.7% | +28.0% | -16.3% | +5.1% |
| 1Y | +14.3% | +12.7% | +1.5% | +10.3% |
| 3Y | +70.3% | +231.3% | -160.9% | +22.7% |
| 5Y | +82.3% | +177.2% | -94.9% | +31.8% |
| All | +253.9% | +1,071.8% | -817.9% | +62.4% |
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