+633.7%
XLU vs WSM
+4,194.2%
-3,560.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | -2.5% | -10.7% | +8.2% | -1.4% |
| 3M | -2.7% | +8.5% | -11.2% | -3.7% |
| 6M | -7.5% | +19.6% | -27.1% | -9.4% |
| YTD | +0.9% | +26.6% | -25.7% | -1.9% |
| 1Y | +3.3% | +12.0% | -8.7% | +1.5% |
| 3Y | +47.3% | +226.6% | -179.3% | +26.2% |
| 5Y | +44.4% | +174.1% | -129.7% | +23.5% |
| 10Y | +140.8% | +1,052.9% | -912.1% | +68.0% |
| All | +633.7% | +4,194.2% | -3,560.5% | +302.9% |
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