+238.4%
A vs WSM
+1,058.9%
-820.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.7% |
| 7D | -4.6% | +0.4% | -5.0% | -4.7% |
| 30D | -4.3% | -10.7% | +6.5% | -1.8% |
| 3M | +8.9% | +8.5% | +0.5% | +6.7% |
| 6M | +24.5% | +19.6% | +4.9% | +19.2% |
| YTD | +5.8% | +26.6% | -20.8% | -0.2% |
| 1Y | +16.2% | +12.0% | +4.3% | +12.4% |
| 3Y | +28.5% | +226.6% | -198.2% | -4.2% |
| 5Y | -16.3% | +174.1% | -190.5% | -37.3% |
| All | +238.4% | +1,058.9% | -820.5% | +84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling