+121,410.6%
AAPL vs WSM
+34,818.5%
+86,592.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -2.7% | +2.6% | -5.3% | -3.3% |
| 30D | +1.0% | -9.5% | +10.5% | +3.1% |
| 3M | +5.0% | +12.9% | -7.9% | +1.9% |
| 6M | +23.0% | +23.0% | 0.0% | +17.1% |
| YTD | +16.6% | +28.9% | -12.3% | +9.6% |
| 1Y | +33.4% | +13.7% | +19.8% | +28.4% |
| 3Y | +79.9% | +232.6% | -152.7% | +32.8% |
| 5Y | +109.0% | +185.9% | -76.8% | +54.9% |
| 10Y | +1,210.4% | +998.6% | +211.8% | +579.0% |
| All | +121,410.6% | +34,818.5% | +86,592.1% | +26,584.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling