-26.4%
ALB vs WSM
+239.4%
-265.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -4.4% | +2.6% | -7.0% | -5.4% |
| 30D | -1.2% | -9.5% | +8.3% | +2.6% |
| 3M | -13.3% | +12.9% | -26.2% | -17.8% |
| 6M | -19.8% | +23.0% | -42.8% | -26.9% |
| YTD | -7.9% | +28.9% | -36.8% | -18.1% |
| 1Y | +60.2% | +13.7% | +46.5% | +49.5% |
| 3Y | -26.4% | +232.6% | -259.1% | -57.0% |
| All | -26.4% | +239.4% | -265.8% | -57.0% |
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