+151.1%
ALLE vs WSM
+1,015.9%
-864.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +2.8% | +2.6% | +0.2% | +2.1% |
| 30D | -7.6% | -9.5% | +1.9% | -5.3% |
| 3M | +22.8% | +12.9% | +9.9% | +19.0% |
| 6M | +4.6% | +23.0% | -18.4% | -0.8% |
| YTD | -1.2% | +28.9% | -30.1% | -7.6% |
| 1Y | -9.1% | +13.7% | -22.8% | -12.6% |
| 3Y | +50.0% | +232.6% | -182.6% | +5.5% |
| 5Y | +15.2% | +185.9% | -170.6% | -18.9% |
| 10Y | +151.1% | +998.6% | -847.5% | +17.8% |
| All | +151.1% | +1,015.9% | -864.8% | +17.8% |
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