+3,834.6%
ALL vs WSM
+46,933.9%
-43,099.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | +13.3% | +5.1% | +8.2% | +12.2% |
| 3M | +3.2% | +5.1% | -1.9% | +2.1% |
| 6M | +25.3% | +48.6% | -23.2% | +16.0% |
| YTD | +30.5% | +44.2% | -13.7% | +20.7% |
| 1Y | +29.2% | +38.1% | -8.9% | +20.4% |
| 3Y | +119.1% | +257.2% | -138.1% | +62.8% |
| 5Y | +162.6% | +165.1% | -2.5% | +99.9% |
| 10Y | +378.8% | +1,123.6% | -744.8% | +152.5% |
| All | +3,834.6% | +46,933.9% | -43,099.3% | +1,070.3% |
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 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