+580.0%
XYZ vs WSM
+1,015.9%
-435.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +2.9% | +2.6% | +0.3% | +1.6% |
| 30D | +1.4% | -9.5% | +10.9% | +6.2% |
| 3M | +14.6% | +12.9% | +1.7% | +7.8% |
| 6M | +20.8% | +23.0% | -2.3% | +8.7% |
| YTD | +23.1% | +28.9% | -5.9% | +7.8% |
| 1Y | +5.6% | +13.7% | -8.0% | -2.4% |
| 3Y | +50.9% | +232.6% | -181.7% | -25.4% |
| 5Y | -68.6% | +185.9% | -254.4% | -83.4% |
| 10Y | +580.0% | +998.6% | -418.6% | +99.5% |
| All | +580.0% | +1,015.9% | -435.9% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling