-24.6%
ALB vs WSM
+13.6%
-38.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -4.9% |
| 7D | -8.1% | -3.3% | -4.8% | -7.4% |
| 30D | +6.3% | -8.4% | +14.6% | +8.3% |
| 3M | -23.6% | +9.7% | -33.2% | -26.1% |
| 6M | -24.6% | +16.7% | -41.3% | -25.7% |
| All | -24.6% | +13.6% | -38.2% | -25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling