+3,716.0%
ALL vs WSM
+41,876.7%
-38,160.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.7% |
| 7D | 0.0% | -3.3% | +3.3% | +0.6% |
| 30D | -1.5% | -8.4% | +6.9% | 0.0% |
| 3M | +23.6% | +9.7% | +14.0% | +21.2% |
| 6M | +22.3% | +16.7% | +5.7% | +18.2% |
| YTD | +26.5% | +28.7% | -2.2% | +19.7% |
| 1Y | +27.0% | +13.7% | +13.3% | +22.6% |
| 3Y | +149.6% | +230.1% | -80.5% | +87.9% |
| 5Y | +118.1% | +179.0% | -60.9% | +64.0% |
| 10Y | +369.0% | +1,002.5% | -633.6% | +152.1% |
| All | +3,716.0% | +41,876.7% | -38,160.8% | +1,060.2% |
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