+119.9%
XRT vs WSM
+1,058.9%
-938.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | -3.6% | +0.4% | -4.0% | -3.8% |
| 30D | -6.7% | -10.7% | +4.0% | -2.4% |
| 3M | -1.4% | +8.5% | -9.9% | -4.8% |
| 6M | +1.7% | +19.6% | -17.9% | -5.9% |
| YTD | -1.5% | +26.6% | -28.1% | -11.2% |
| 1Y | -2.5% | +12.0% | -14.4% | -8.0% |
| 3Y | +39.9% | +226.6% | -186.7% | -22.4% |
| 5Y | -2.6% | +174.1% | -176.8% | -44.0% |
| All | +119.9% | +1,058.9% | -938.9% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling