+65.5%
A vs WSM
+260.3%
-194.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.2% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | 0.0% | +5.1% | -5.1% | -1.5% |
| 3M | +16.7% | +5.1% | +11.6% | +14.8% |
| 6M | +54.8% | +48.6% | +6.2% | +38.3% |
| YTD | +28.8% | +44.2% | -15.4% | +15.7% |
| 1Y | +19.3% | +38.1% | -18.8% | +8.3% |
| 3Y | +65.5% | +257.2% | -191.7% | +23.3% |
| All | +65.5% | +260.3% | -194.7% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling