+221.5%
ALLE vs WSM
+1,313.8%
-1,092.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +2.0% |
| 7D | -0.6% | +0.9% | -1.5% | -0.9% |
| 30D | +26.6% | +8.6% | +18.1% | +24.1% |
| 3M | +13.2% | +4.2% | +8.9% | +11.9% |
| 6M | +42.9% | +44.6% | -1.7% | +30.2% |
| YTD | +21.0% | +48.5% | -27.5% | +9.3% |
| 1Y | +15.2% | +34.7% | -19.5% | +6.4% |
| 3Y | +95.6% | +271.0% | -175.5% | +34.6% |
| 5Y | +53.4% | +180.9% | -127.5% | +8.4% |
| 10Y | +221.5% | +1,235.4% | -1,013.9% | +41.9% |
| All | +221.5% | +1,313.8% | -1,092.4% | +41.9% |
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