-31.5%
XYL vs WSM
+44.0%
-75.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.5% | -1.5% | +2.6% |
| 7D | +14.5% | +8.0% | +6.5% | +11.3% |
| 30D | -1.3% | +13.5% | -14.8% | -5.8% |
| 3M | -17.0% | +8.8% | -25.8% | -19.6% |
| 6M | -11.3% | +54.7% | -66.0% | -23.8% |
| YTD | -25.0% | +53.3% | -78.2% | -34.8% |
| 1Y | -31.5% | +41.1% | -72.7% | -39.3% |
| All | -31.5% | +44.0% | -75.5% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling