+93.1%
ALLE vs WSM
+260.3%
-167.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +3.6% | 0.0% | +3.6% | +3.5% |
| 30D | +25.9% | +5.1% | +20.8% | +24.4% |
| 3M | +15.8% | +5.1% | +10.6% | +14.3% |
| 6M | +48.1% | +48.6% | -0.5% | +35.2% |
| YTD | +22.0% | +44.2% | -22.2% | +11.9% |
| 1Y | +18.0% | +38.1% | -20.1% | +9.2% |
| 3Y | +93.1% | +257.2% | -164.1% | +42.0% |
| All | +93.1% | +260.3% | -167.2% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling