+46.9%
ALLE vs WSM
+233.0%
-186.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.5% |
| 7D | -0.2% | -3.3% | +3.0% | +0.5% |
| 30D | -6.8% | -8.4% | +1.6% | -4.9% |
| 3M | +21.0% | +9.7% | +11.4% | +18.5% |
| 6M | +1.1% | +16.7% | -15.6% | -2.6% |
| YTD | -0.5% | +28.7% | -29.2% | -6.1% |
| 1Y | -7.3% | +13.7% | -20.9% | -10.5% |
| All | +46.9% | +233.0% | -186.1% | +13.1% |
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