+365.7%
ALAB vs WSM
+62.0%
+303.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -7.0% |
| 7D | +3.2% | +2.6% | +0.6% | +1.9% |
| 30D | -13.6% | -9.5% | -4.0% | -9.1% |
| 3M | -16.6% | +12.9% | -29.5% | -22.2% |
| 6M | +142.3% | +23.0% | +119.3% | +116.5% |
| YTD | +73.6% | +28.9% | +44.7% | +52.1% |
| 1Y | +33.7% | +13.7% | +20.0% | +23.9% |
| All | +365.7% | +62.0% | +303.7% | +280.9% |
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