-65.3%
AAOX vs WSM
+26.6%
-91.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.2% | +11.0% | +11.3% |
| 7D | +15.2% | +2.6% | +12.6% | +16.5% |
| 30D | -40.3% | -9.5% | -30.8% | -43.3% |
| 3M | -81.2% | +12.9% | -94.0% | -76.2% |
| All | -65.3% | +26.6% | -91.9% | -50.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling