+72.6%
XYZ vs WSM
+245.0%
-172.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.4% |
| 7D | +12.1% | +0.5% | +11.6% | +12.2% |
| 30D | +12.4% | +6.0% | +6.4% | +10.4% |
| 3M | +8.2% | +3.2% | +5.0% | +7.2% |
| 6M | +20.7% | +37.1% | -16.4% | +8.1% |
| YTD | +31.3% | +44.2% | -12.9% | +15.4% |
| 1Y | +20.5% | +34.2% | -13.7% | +8.2% |
| 3Y | +72.6% | +249.3% | -176.6% | +7.1% |
| All | +72.6% | +245.0% | -172.4% | +7.1% |
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