+41.0%
XRT vs WSM
+232.0%
-191.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.4% | +2.6% | -5.0% | -3.2% |
| 30D | -6.9% | -9.3% | +2.3% | -4.2% |
| 3M | -0.4% | +7.1% | -7.5% | -2.6% |
| 6M | +2.2% | +21.7% | -19.5% | -3.9% |
| YTD | -0.7% | +28.7% | -29.4% | -8.3% |
| 1Y | -2.0% | +13.9% | -15.9% | -6.5% |
| All | +41.0% | +232.0% | -191.0% | +1.4% |
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