+4.4%
ADVB vs WSM
+14.1%
-9.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.7% |
| 7D | -14.0% | +2.6% | -16.6% | -12.8% |
| 30D | +41.0% | -9.5% | +50.5% | +34.3% |
| 3M | +127.9% | +12.9% | +115.0% | +140.8% |
| 6M | +101.3% | +23.0% | +78.3% | +118.3% |
| YTD | +53.8% | +28.9% | +24.9% | +65.7% |
| 1Y | +4.4% | +13.7% | -9.2% | +12.8% |
| All | +4.4% | +14.1% | -9.7% | +12.8% |
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 2025-09-08 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling