+113.0%
ALL vs WSM
+271.0%
-158.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -0.1% | +3.1% | -3.2% | -0.2% |
| 30D | +13.8% | +8.5% | +5.3% | +13.7% |
| 3M | -2.8% | +4.6% | -7.4% | -2.8% |
| 6M | +23.7% | +44.5% | -20.9% | +23.1% |
| YTD | +27.3% | +48.4% | -21.2% | +26.5% |
| 1Y | +30.5% | +36.2% | -5.6% | +30.0% |
| 3Y | +113.0% | +268.8% | -155.8% | +102.8% |
| All | +113.0% | +271.0% | -158.0% | +102.8% |
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