-15.6%
XYL vs WSM
+171.2%
-186.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.6% |
| 3M | -0.2% | +8.5% | -8.6% | -2.3% |
| 6M | -12.5% | +19.6% | -32.1% | -16.6% |
| YTD | -20.9% | +26.6% | -47.5% | -25.7% |
| 1Y | -21.6% | +12.0% | -33.5% | -24.3% |
| 3Y | +16.1% | +226.6% | -210.5% | -19.5% |
| 5Y | -15.6% | +174.1% | -189.7% | -42.3% |
| All | -15.6% | +171.2% | -186.8% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling