+46.3%
XLU vs WSM
+230.1%
-183.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | -3.3% | -7.7% | +4.4% | -2.7% |
| 3M | -3.2% | +3.8% | -6.9% | -3.5% |
| 6M | -7.0% | +22.7% | -29.6% | -8.6% |
| YTD | +0.6% | +28.0% | -27.4% | -1.5% |
| 1Y | +2.4% | +12.7% | -10.3% | +1.1% |
| 3Y | +46.3% | +231.3% | -185.0% | +25.2% |
| All | +46.3% | +230.1% | -183.8% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling