+135.4%
XLP vs WSM
+1,226.6%
-1,091.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | +3.1% | -0.8% | +2.0% |
| 30D | +9.1% | +8.5% | +0.6% | +8.2% |
| 3M | +7.9% | +4.6% | +3.3% | +7.3% |
| 6M | +9.6% | +44.5% | -34.9% | +5.3% |
| YTD | +19.4% | +48.4% | -29.0% | +14.2% |
| 1Y | +22.4% | +36.2% | -13.8% | +18.0% |
| 3Y | +43.2% | +268.8% | -225.6% | +19.9% |
| 5Y | +42.6% | +185.2% | -142.7% | +20.3% |
| 10Y | +135.4% | +1,175.8% | -1,040.4% | +56.2% |
| All | +135.4% | +1,226.6% | -1,091.2% | +56.2% |
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 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