+1,106.7%
XLY vs WSM
+4,242.0%
-3,135.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -4.2% | -7.7% | +3.5% | -2.1% |
| 3M | -2.7% | +3.8% | -6.4% | -3.8% |
| 6M | -0.6% | +22.7% | -23.3% | -6.3% |
| YTD | -5.0% | +28.0% | -33.0% | -11.8% |
| 1Y | -4.1% | +12.7% | -16.8% | -8.1% |
| 3Y | +33.6% | +231.3% | -197.7% | -8.7% |
| 5Y | +28.7% | +177.2% | -148.5% | -10.4% |
| 10Y | +219.6% | +1,065.8% | -846.2% | +38.2% |
| All | +1,106.7% | +4,242.0% | -3,135.3% | +180.6% |
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