+222.7%
AA vs WSM
+40,190.9%
-39,968.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.6% |
| 7D | +1.1% | -3.0% | +4.1% | +1.9% |
| 30D | -1.3% | +10.1% | -11.3% | -3.7% |
| 3M | -23.9% | +4.9% | -28.8% | -25.0% |
| 6M | -36.8% | +49.8% | -86.6% | -43.2% |
| YTD | -22.2% | +48.7% | -70.9% | -30.1% |
| 1Y | +10.4% | +38.7% | -28.4% | +0.8% |
| 3Y | +72.0% | +269.5% | -197.5% | +20.0% |
| 5Y | -15.6% | +179.0% | -194.6% | -38.7% |
| 10Y | +47.8% | +1,162.3% | -1,114.5% | -28.5% |
| All | +222.7% | +40,190.9% | -39,968.2% | -19.9% |
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