-97.2%
ADVB vs WSM
+45.6%
-142.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +3.9% |
| 7D | -1.2% | +0.9% | -2.1% | -1.0% |
| 30D | -61.4% | +8.6% | -70.0% | -60.8% |
| 3M | -67.8% | +4.2% | -72.1% | -67.3% |
| 6M | -66.9% | +44.6% | -111.5% | -66.3% |
| YTD | -64.9% | +48.5% | -113.4% | -65.2% |
| 1Y | -74.8% | +34.7% | -109.4% | -74.6% |
| All | -97.2% | +45.6% | -142.7% | -97.4% |
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 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