-97.3%
ADVB vs WSM
+41.3%
-138.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.0% |
| 7D | -13.9% | +0.5% | -14.4% | -13.7% |
| 30D | -68.1% | +6.0% | -74.1% | -67.7% |
| 3M | -73.4% | +3.2% | -76.6% | -73.0% |
| 6M | -70.8% | +37.1% | -107.9% | -70.4% |
| YTD | -66.1% | +44.2% | -110.3% | -66.5% |
| 1Y | -77.5% | +34.2% | -111.7% | -77.5% |
| All | -97.3% | +41.3% | -138.6% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling