+17.4%
ALLE vs WSM
+179.2%
-161.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.4% |
| 7D | -0.2% | -3.3% | +3.0% | +0.7% |
| 30D | -6.8% | -8.4% | +1.6% | -4.6% |
| 3M | +21.0% | +9.7% | +11.4% | +17.9% |
| 6M | +1.1% | +16.7% | -15.6% | -3.3% |
| YTD | -0.5% | +28.7% | -29.2% | -7.5% |
| 1Y | -7.3% | +13.7% | -20.9% | -11.1% |
| 3Y | +42.3% | +230.1% | -187.8% | -5.7% |
| All | +17.4% | +179.2% | -161.8% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling