-0.8%
XYL vs WSM
+260.3%
-261.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -3.7% | 0.0% | -3.7% | -3.8% |
| 30D | -8.3% | +5.1% | -13.4% | -9.4% |
| 3M | -21.4% | +5.1% | -26.5% | -22.4% |
| 6M | -12.9% | +48.6% | -61.5% | -20.5% |
| YTD | -30.1% | +44.2% | -74.3% | -35.8% |
| 1Y | -35.2% | +38.1% | -73.2% | -39.9% |
| 3Y | -0.8% | +257.2% | -258.0% | -22.8% |
| All | -0.8% | +260.3% | -261.0% | -22.8% |
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