+14.4%
XYL vs WSM
+226.4%
-212.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.6% |
| 7D | -1.2% | +0.4% | -1.7% | -1.4% |
| 30D | -13.2% | -10.7% | -2.5% | -10.9% |
| 3M | -0.2% | +8.5% | -8.6% | -2.0% |
| 6M | -12.5% | +19.6% | -32.1% | -16.0% |
| YTD | -20.9% | +26.6% | -47.5% | -25.0% |
| 1Y | -21.6% | +12.0% | -33.5% | -23.9% |
| All | +14.4% | +226.4% | -212.0% | -8.2% |
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