+15.5%
ALLE vs WSM
+34.5%
-19.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +1.5% |
| 7D | -0.6% | +0.9% | -1.5% | -1.0% |
| 30D | +26.6% | +8.6% | +18.1% | +22.5% |
| 3M | +13.2% | +4.2% | +8.9% | +11.1% |
| 6M | +42.9% | +44.6% | -1.7% | +23.5% |
| YTD | +21.0% | +48.5% | -27.5% | +2.9% |
| All | +15.5% | +34.5% | -19.1% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling