+2,119.0%
ALB vs WSM
+19,340.7%
-17,221.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | -4.5% | +5.1% | -9.6% | -5.8% |
| 3M | -28.1% | +5.1% | -33.2% | -29.1% |
| 6M | -53.2% | +48.6% | -101.8% | -57.4% |
| YTD | -33.3% | +44.2% | -77.5% | -39.2% |
| 1Y | -17.4% | +38.1% | -55.5% | -23.9% |
| 3Y | -14.1% | +257.2% | -271.4% | -36.9% |
| 5Y | -64.0% | +165.1% | -229.1% | -72.5% |
| 10Y | +32.8% | +1,123.6% | -1,090.7% | -30.2% |
| All | +2,119.0% | +19,340.7% | -17,221.7% | +624.7% |
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 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