+508.9%
XLP vs WSM
+4,264.9%
-3,755.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.0% |
| 7D | -1.0% | -3.3% | +2.2% | -0.7% |
| 30D | -0.9% | -8.4% | +7.5% | 0.0% |
| 3M | +3.8% | +9.7% | -5.8% | +2.8% |
| 6M | -1.7% | +16.7% | -18.4% | -3.5% |
| YTD | +10.3% | +28.7% | -18.4% | +7.2% |
| 1Y | +7.8% | +13.7% | -5.9% | +5.9% |
| 3Y | +27.2% | +230.1% | -202.9% | +9.6% |
| 5Y | +32.5% | +179.0% | -146.4% | +14.0% |
| 10Y | +101.8% | +1,002.5% | -900.7% | +44.8% |
| All | +508.9% | +4,264.9% | -3,755.9% | +249.9% |
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