+21,548.7%
ADBE vs WSM
+34,818.5%
-13,269.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -10.1% | +2.6% | -12.6% | -10.6% |
| 30D | -3.0% | -9.5% | +6.5% | -0.8% |
| 3M | +5.0% | +12.9% | -7.9% | +1.7% |
| 6M | -9.3% | +23.0% | -32.3% | -14.3% |
| YTD | -26.5% | +28.9% | -55.4% | -31.6% |
| 1Y | -28.3% | +13.7% | -41.9% | -31.4% |
| 3Y | -54.1% | +232.6% | -286.7% | -67.8% |
| 5Y | -61.2% | +185.9% | -247.1% | -72.4% |
| 10Y | +152.5% | +998.6% | -846.1% | +20.2% |
| All | +21,548.7% | +34,818.5% | -13,269.8% | +3,246.4% |
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