+80.4%
XLI vs WSM
+171.2%
-90.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.0% |
| 3M | +0.8% | +8.5% | -7.7% | -1.1% |
| 6M | +0.8% | +19.6% | -18.8% | -3.1% |
| YTD | +10.5% | +26.6% | -16.1% | +4.8% |
| 1Y | +14.1% | +12.0% | +2.2% | +10.7% |
| 3Y | +68.6% | +226.6% | -158.1% | +25.4% |
| 5Y | +80.4% | +174.1% | -93.7% | +32.7% |
| All | +80.4% | +171.2% | -90.8% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling