+114.8%
ALL vs WSM
+189.5%
-74.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | -1.7% | +2.6% | -4.3% | -1.9% |
| 30D | -4.7% | -9.5% | +4.8% | -3.8% |
| 3M | +18.4% | +12.9% | +5.5% | +16.9% |
| 6M | +20.5% | +23.0% | -2.5% | +17.9% |
| YTD | +23.5% | +28.9% | -5.4% | +20.1% |
| 1Y | +29.0% | +13.7% | +15.3% | +26.8% |
| 3Y | +153.7% | +232.6% | -78.9% | +105.0% |
| 5Y | +114.8% | +185.9% | -71.1% | +71.3% |
| All | +114.8% | +189.5% | -74.7% | +71.3% |
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