+68.5%
XLI vs WSM
+226.4%
-157.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.4% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -8.2% | -10.7% | +2.6% | -6.2% |
| 3M | +0.8% | +8.5% | -7.7% | -0.9% |
| 6M | +0.8% | +19.6% | -18.8% | -2.7% |
| YTD | +10.5% | +26.6% | -16.1% | +5.5% |
| 1Y | +14.1% | +12.0% | +2.2% | +11.0% |
| All | +68.5% | +226.4% | -157.9% | +35.2% |
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 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