+338.5%
ALLE vs WSM
+1,097.6%
-759.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.5% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | +25.3% | +6.0% | +19.4% | +23.6% |
| 3M | +10.3% | +3.2% | +7.1% | +9.4% |
| 6M | +38.0% | +37.1% | +0.9% | +27.5% |
| YTD | +17.8% | +44.2% | -26.4% | +7.2% |
| 1Y | +13.6% | +34.2% | -20.6% | +5.1% |
| 3Y | +89.2% | +249.3% | -160.1% | +32.5% |
| 5Y | +51.1% | +169.3% | -118.2% | +8.3% |
| 10Y | +228.1% | +1,241.2% | -1,013.1% | +47.0% |
| All | +338.5% | +1,097.6% | -759.1% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling