+86.6%
AA vs WSM
+232.4%
-145.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +1.7% | +2.6% | -0.9% | +0.7% |
| 30D | +3.3% | -9.5% | +12.8% | +7.0% |
| 3M | -29.4% | +12.9% | -42.3% | -32.7% |
| 6M | -12.8% | +23.0% | -35.9% | -19.8% |
| YTD | -2.1% | +28.9% | -31.0% | -11.6% |
| 1Y | +62.8% | +13.7% | +49.1% | +53.1% |
| All | +86.6% | +232.4% | -145.8% | +23.2% |
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 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