-45.1%
ALB vs WSM
+182.5%
-227.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -8.6% | +2.6% | -11.2% | -9.6% |
| 30D | -4.0% | -9.3% | +5.3% | -0.4% |
| 3M | -17.4% | +7.1% | -24.5% | -20.0% |
| 6M | -25.4% | +21.7% | -47.1% | -31.7% |
| YTD | -10.5% | +28.7% | -39.3% | -20.2% |
| 1Y | +75.8% | +13.9% | +62.0% | +64.1% |
| 3Y | -28.5% | +232.2% | -260.7% | -58.2% |
| 5Y | -45.1% | +176.4% | -221.5% | -67.1% |
| All | -45.1% | +182.5% | -227.6% | -67.1% |
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