+85.8%
ALB vs WSM
+1,078.4%
-992.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -8.6% | +2.6% | -11.2% | -9.4% |
| 30D | -4.0% | -9.3% | +5.3% | -1.1% |
| 3M | -17.4% | +7.1% | -24.5% | -19.4% |
| 6M | -25.4% | +21.7% | -47.1% | -30.4% |
| YTD | -10.5% | +28.7% | -39.3% | -18.2% |
| 1Y | +75.8% | +13.9% | +62.0% | +66.6% |
| 3Y | -28.5% | +232.2% | -260.7% | -52.0% |
| 5Y | -45.1% | +176.4% | -221.5% | -62.6% |
| All | +85.8% | +1,078.4% | -992.6% | -5.9% |
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 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