+15.9%
ABNB vs WSM
+365.1%
-349.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | -9.5% | +0.4% | -9.9% | -9.7% |
| 30D | -9.4% | -10.7% | +1.3% | -5.6% |
| 3M | +29.9% | +8.5% | +21.4% | +25.8% |
| 6M | +26.6% | +19.6% | +7.0% | +17.9% |
| YTD | +23.5% | +26.6% | -3.1% | +12.3% |
| 1Y | +35.8% | +12.0% | +23.9% | +28.5% |
| 3Y | +15.0% | +226.6% | -211.7% | -33.7% |
| 5Y | +1.5% | +174.1% | -172.7% | -41.5% |
| All | +15.9% | +365.1% | -349.2% | -39.8% |
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 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