+476.0%
A vs WSM
+2,505.2%
-2,029.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.1% |
| 7D | -1.9% | -3.3% | +1.3% | -1.1% |
| 30D | +6.9% | -8.4% | +15.3% | +9.2% |
| 3M | +9.2% | +9.7% | -0.4% | +6.5% |
| 6M | +25.7% | +16.7% | +9.0% | +20.6% |
| YTD | +11.5% | +28.7% | -17.1% | +4.2% |
| 1Y | +18.4% | +13.7% | +4.7% | +13.7% |
| 3Y | +26.6% | +230.1% | -203.5% | -10.1% |
| 5Y | -12.8% | +179.0% | -191.8% | -37.8% |
| 10Y | +247.2% | +1,002.5% | -755.3% | +58.4% |
| All | +476.0% | +2,505.2% | -2,029.1% | +71.6% |
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