+2,176.8%
ALB vs WSM
+19,955.9%
-17,779.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.1% | -3.0% | +4.0% | +1.7% |
| 30D | -2.6% | +10.1% | -12.6% | -4.8% |
| 3M | -25.6% | +4.9% | -30.5% | -26.6% |
| 6M | -54.0% | +49.8% | -103.8% | -58.3% |
| YTD | -31.6% | +48.7% | -80.3% | -38.0% |
| 1Y | -6.6% | +38.7% | -45.3% | -14.0% |
| 3Y | -14.0% | +269.5% | -283.5% | -37.2% |
| 5Y | -62.5% | +179.0% | -241.5% | -71.6% |
| 10Y | +36.3% | +1,162.3% | -1,126.0% | -28.9% |
| All | +2,176.8% | +19,955.9% | -17,779.1% | +638.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling