+788.5%
XLK vs WSM
+1,071.8%
-283.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | -0.6% | -7.7% | +7.1% | +1.4% |
| 3M | +2.6% | +3.8% | -1.2% | +1.4% |
| 6M | +34.0% | +22.7% | +11.3% | +26.6% |
| YTD | +30.7% | +28.0% | +2.7% | +21.9% |
| 1Y | +39.2% | +12.7% | +26.5% | +33.6% |
| 3Y | +120.4% | +231.3% | -110.9% | +54.6% |
| 5Y | +148.8% | +177.2% | -28.4% | +75.8% |
| All | +788.5% | +1,071.8% | -283.3% | +328.7% |
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 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