+451.1%
AG vs WSM
+2,182.1%
-1,731.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -0.1% | +2.6% | -2.7% | -0.7% |
| 30D | +12.5% | -9.3% | +21.7% | +14.7% |
| 3M | +28.2% | +7.1% | +21.1% | +26.3% |
| 6M | -18.8% | +21.7% | -40.6% | -22.3% |
| YTD | +27.4% | +28.7% | -1.4% | +20.6% |
| 1Y | +132.2% | +13.9% | +118.3% | +124.8% |
| 3Y | +286.9% | +232.2% | +54.7% | +190.7% |
| 5Y | +72.8% | +176.4% | -103.6% | +30.6% |
| 10Y | +74.6% | +1,072.4% | -997.8% | -11.1% |
| All | +451.1% | +2,182.1% | -1,731.0% | +63.6% |
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