+212.1%
ALLE vs WSM
+1,113.6%
-901.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | +0.6% |
| 7D | +1.6% | -3.2% | +4.7% | +2.4% |
| 30D | +24.1% | +4.6% | +19.4% | +22.7% |
| 3M | +14.8% | +2.4% | +12.4% | +14.1% |
| 6M | +45.9% | +43.7% | +2.2% | +33.2% |
| YTD | +20.7% | +42.1% | -21.4% | +10.3% |
| 1Y | +14.2% | +32.3% | -18.1% | +6.0% |
| 3Y | +90.7% | +253.0% | -162.3% | +32.9% |
| 5Y | +50.6% | +161.3% | -110.7% | +8.3% |
| All | +212.1% | +1,113.6% | -901.4% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling