+1,093.3%
XLI vs WSM
+4,266.8%
-3,173.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -0.6% | +2.6% | -3.2% | -1.1% |
| 30D | -6.9% | -9.3% | +2.4% | -5.0% |
| 3M | -1.9% | +7.1% | -9.0% | -3.5% |
| 6M | +1.0% | +21.7% | -20.7% | -3.4% |
| YTD | +11.3% | +28.7% | -17.4% | +5.0% |
| 1Y | +15.8% | +13.9% | +2.0% | +11.8% |
| 3Y | +69.8% | +232.2% | -162.4% | +25.4% |
| 5Y | +80.9% | +176.4% | -95.5% | +34.2% |
| 10Y | +257.2% | +1,072.4% | -815.2% | +80.5% |
| All | +1,093.3% | +4,266.8% | -3,173.5% | +284.8% |
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