+533.2%
XYZ vs WSM
+785.7%
-252.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.7% |
| 7D | -1.0% | -3.3% | +2.3% | +0.6% |
| 30D | -1.7% | -8.4% | +6.7% | +2.3% |
| 3M | +16.7% | +9.7% | +7.1% | +11.5% |
| 6M | +26.9% | +16.7% | +10.2% | +17.2% |
| YTD | +27.1% | +28.7% | -1.5% | +11.7% |
| 1Y | +9.3% | +13.7% | -4.4% | +1.0% |
| 3Y | +42.3% | +230.1% | -187.8% | -28.3% |
| 5Y | -69.3% | +179.0% | -248.3% | -83.4% |
| 10Y | +586.8% | +1,002.5% | -415.7% | +95.6% |
| All | +533.2% | +785.7% | -252.5% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling