+1,278.0%
AAPL vs WSM
+1,071.8%
+206.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | +3.8% | -0.5% | +4.4% | +4.0% |
| 30D | +9.9% | -7.7% | +17.6% | +11.9% |
| 3M | +12.5% | +3.8% | +8.7% | +11.2% |
| 6M | +27.6% | +22.7% | +5.0% | +20.9% |
| YTD | +22.6% | +28.0% | -5.5% | +14.6% |
| 1Y | +45.0% | +12.7% | +32.3% | +39.3% |
| 3Y | +87.8% | +231.3% | -143.5% | +33.7% |
| 5Y | +128.7% | +177.2% | -48.5% | +63.6% |
| All | +1,278.0% | +1,071.8% | +206.2% | +607.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling