+554.8%
XYZ vs WSM
+921.7%
-366.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.3% |
| 7D | +12.6% | +3.1% | +9.5% | +11.3% |
| 30D | +10.8% | +8.5% | +2.3% | +7.0% |
| 3M | +8.4% | +4.6% | +3.8% | +6.3% |
| 6M | +14.3% | +44.5% | -30.2% | -4.1% |
| YTD | +31.5% | +48.4% | -17.0% | +8.3% |
| 1Y | +28.1% | +36.2% | -8.1% | +9.7% |
| 3Y | +66.2% | +268.8% | -202.6% | -19.8% |
| 5Y | -62.3% | +185.2% | -247.6% | -79.9% |
| 10Y | +634.6% | +1,175.8% | -541.2% | +96.1% |
| All | +554.8% | +921.7% | -366.9% | +62.8% |
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