WSM·Williams-Sonoma, Inc.

Realized volatility (21d)

24.7% 21st pct

Below its peak

-4.7%

vs 200-day average

+14.0%

Up days (1y)

51%

Williams-Sonoma, Inc. is currently running 24.7% annualised volatility over the last 21 sessions. Measured against WSM's own 13 years of daily returns rather than a market-wide average, that is the 21st percentile — unusually subdued by its own history, against a typical reading of 32.8%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

WSM is trading -4.7% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -26.0%, and the deepest was -58.3% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +14.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 71st percentile — a somewhat wider gap than its own norm. Over the past year WSM closed higher on 51% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 13 years of records, WSM finished the month higher 4 of 13 times, with a median return of -1.5% and an average of -2.3%. Its strongest month historically has been November at +7.0% on average, its weakest December at -2.9%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: WSM has opened more than 2% away from the prior close in 159 of 3,267 sessions (4.9% of the time), with the largest gaps running +20.2% and -14.4%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against WSM's own 13-year history, not a peer group or index.