+565.2%
A vs WSM
+2,819.0%
-2,253.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 3M | +16.7% | +5.1% | +11.6% | +15.0% |
| 6M | +54.8% | +48.6% | +6.2% | +39.5% |
| YTD | +28.8% | +44.2% | -15.4% | +16.7% |
| 1Y | +19.3% | +38.1% | -18.8% | +9.1% |
| 3Y | +65.5% | +257.2% | -191.7% | +15.3% |
| 5Y | +12.1% | +165.1% | -153.0% | -19.1% |
| 10Y | +305.4% | +1,123.6% | -818.2% | +79.9% |
| All | +565.2% | +2,819.0% | -2,253.8% | +92.2% |
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