+554.0%
XYZ vs WSM
+892.5%
-338.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.5% |
| 7D | +12.1% | +0.5% | +11.6% | +12.2% |
| 30D | +12.4% | +6.0% | +6.4% | +9.7% |
| 3M | +8.2% | +3.2% | +5.0% | +6.8% |
| 6M | +20.7% | +37.1% | -16.4% | +3.7% |
| YTD | +31.3% | +44.2% | -12.9% | +9.7% |
| 1Y | +20.5% | +34.2% | -13.7% | +3.7% |
| 3Y | +72.6% | +249.3% | -176.6% | -14.4% |
| 5Y | -64.0% | +169.3% | -233.3% | -80.3% |
| 10Y | +601.8% | +1,241.2% | -639.4% | +85.0% |
| All | +554.0% | +892.5% | -338.4% | +64.8% |
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