+5.2%
XYZ vs WSM
+14.1%
-9.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -3.7% | +2.6% | -6.3% | -4.6% |
| 30D | +0.5% | -9.3% | +9.8% | +4.0% |
| 3M | +16.3% | +7.1% | +9.2% | +13.7% |
| 6M | +21.1% | +21.7% | -0.6% | +13.2% |
| YTD | +22.0% | +28.7% | -6.8% | +13.0% |
| 1Y | +5.2% | +13.9% | -8.7% | -2.5% |
| All | +5.2% | +14.1% | -9.0% | -2.5% |
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 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