+22.2%
A vs WSM
+44.0%
-21.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | -0.9% |
| 7D | -2.4% | +8.0% | -10.4% | -4.7% |
| 30D | +3.6% | +13.5% | -9.9% | -0.6% |
| 3M | +27.5% | +8.8% | +18.6% | +23.9% |
| 6M | +58.5% | +54.7% | +3.8% | +35.7% |
| YTD | +31.2% | +53.3% | -22.1% | +12.8% |
| 1Y | +22.2% | +41.1% | -18.9% | +6.9% |
| All | +22.2% | +44.0% | -21.8% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling