+72.3%
AA vs WSM
+271.7%
-199.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.6% |
| 7D | +1.1% | -3.0% | +4.1% | +2.3% |
| 30D | -1.3% | +10.1% | -11.3% | -4.8% |
| 3M | -23.9% | +4.9% | -28.8% | -25.5% |
| 6M | -36.8% | +49.8% | -86.6% | -46.0% |
| YTD | -22.2% | +48.7% | -70.9% | -33.7% |
| 1Y | +10.4% | +38.7% | -28.4% | -3.5% |
| All | +72.3% | +271.7% | -199.4% | -14.1% |
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