-96.5%
ADVB vs WSM
+41.3%
-137.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +1.5% | -25.0% | -23.2% |
| 7D | +27.8% | 0.0% | +27.8% | +28.0% |
| 30D | -50.8% | +5.1% | -55.9% | -50.2% |
| 3M | -70.5% | +5.1% | -75.6% | -70.1% |
| 6M | -46.7% | +48.6% | -95.3% | -46.0% |
| YTD | -56.7% | +44.2% | -100.9% | -57.1% |
| 1Y | -71.8% | +38.1% | -109.9% | -71.9% |
| All | -96.5% | +41.3% | -137.8% | -96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling