+2,589.2%
ALM vs WSM
+1,071.8%
+1,517.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.1% | -7.6% | -6.7% |
| 7D | -11.8% | -0.5% | -11.3% | -11.7% |
| 30D | +7.8% | -7.7% | +15.5% | +9.1% |
| 3M | -9.3% | +3.8% | -13.0% | -9.9% |
| 6M | -30.5% | +22.7% | -53.1% | -32.5% |
| YTD | +75.8% | +28.0% | +47.8% | +69.6% |
| 1Y | +241.2% | +12.7% | +228.5% | +234.6% |
| 3Y | +1,872.6% | +231.3% | +1,641.3% | +1,519.2% |
| 5Y | +849.6% | +177.2% | +672.4% | +680.9% |
| All | +2,589.2% | +1,071.8% | +1,517.5% | +1,621.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling