+559.9%
XLP vs WSM
+4,720.1%
-4,160.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.0% | 0.0% |
| 7D | -0.2% | -3.2% | +3.0% | +0.1% |
| 30D | +8.2% | +4.6% | +3.5% | +7.7% |
| 3M | +7.7% | +2.4% | +5.3% | +7.4% |
| 6M | +9.3% | +43.7% | -34.4% | +5.3% |
| YTD | +19.5% | +42.1% | -22.6% | +14.9% |
| 1Y | +21.0% | +32.3% | -11.2% | +17.2% |
| 3Y | +43.2% | +253.0% | -209.8% | +22.8% |
| 5Y | +42.7% | +161.3% | -118.6% | +23.7% |
| 10Y | +135.7% | +1,105.9% | -970.1% | +67.7% |
| All | +559.9% | +4,720.1% | -4,160.2% | +275.3% |
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