-63.9%
XYZ vs WSM
+168.7%
-232.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.7% |
| 7D | +12.1% | +0.5% | +11.6% | +12.1% |
| 30D | +12.4% | +6.0% | +6.4% | +9.1% |
| 3M | +8.2% | +3.2% | +5.0% | +6.4% |
| 6M | +20.7% | +37.1% | -16.4% | +0.3% |
| YTD | +31.3% | +44.2% | -12.9% | +5.1% |
| 1Y | +20.5% | +34.2% | -13.7% | +0.1% |
| 3Y | +72.6% | +249.3% | -176.6% | -38.4% |
| All | -63.9% | +168.7% | -232.6% | -85.3% |
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